A simple data-driven estimator for the semiparametric sample selection model

DOI10.1080/07474938.2014.956577MaRDI QIDQ5863561zbMATH OpenOpenAlexFDO

Authors J. Carlos Escanciano, Lin Zhu

Publication date 3 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2014.956577

zbMATH Keywords

empirical process theorysemiparametric sample selection modelstwo-step estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cites work

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• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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• Two-step series estimation of sample selection models
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• Uniform in bandwidth consistency of conditional \(U\)-statistics
• Uniform in bandwidth consistency of kernel-type function estimators

Cited in

(8)

• A data-driven bandwidth selection method for the smoothed maximum score estimator
• Sample selection models with monotone control functions
• Bandwidth selection for backfitting estimation of semiparametric additive models: a simulation study
• scientific article; zbMATH DE number 5788371 (Why is no real title available?)
• Semiparametric estimation of a heteroskedastic sample selection model
• The Special Issue in Honor of Aman Ullah: An Overview
• A concentrated, nonlinear information-theoretic estimator for the sample selection model
• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection

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