A note on the estimation of models with sample-selection biases

DOI10.1016/0165-1765(93)90167-BMaRDI QIDQ1311268zbMATH OpenFDO

Authors Kazumitsu Nawata

Publication date 13 January 1994

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(93)90167-B

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Monte Carlo comparison of estimators for censored regression models
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Sample Selection Bias as a Specification Error

Cited in

(11)

• The ethnic wage gap and employment differentials in the 1990s: Evidence for Britain
• Estimation of the female labor supply models by Heckman's two-step estimator and the maximum likelihood estimator.
• Finite sample behavior of two step estimators in selection models
• On the choice between sample selection and two-part models
• The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
• The Sample Selection Model from a Method of Moments Perspective
• Estimation of sample selection bias models
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
• A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
• On Testing Sample Selection Bias Under the Multicollinearity Problem
• Birnbaum–Saunders sample selection model

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