Identification and estimation of semiparametric two-step models

DOI10.3982/QE328zbMath1398.62090OpenAlexW2189473523MaRDI QIDQ4586268

Juan Carlos Escanciano, Arthur Lewbel, David T. Jacho-Chávez

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe328

zbMATH Keywords

migrationsemiparametric regressionempirical process theorytwo-step estimatorssample selection modelslimited dependent variablesidentification by functional formcontrol function estimatorsdouble index models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Applications of statistics to social sciences (62P25)

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