Finite sample behavior of two step estimators in selection models

DOI10.1007/S001800200087MaRDI QIDQ1855612zbMATH OpenOpenAlexFDO

Authors Ana Fernandez Sainz, Inmaculada Villanua Martin, Juan Rodriguez-Poo

Publication date 6 February 2003

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10810/5905

zbMATH Keywords

heteroskedasticitybiasinformation criteriasemiparametric modelssample selection modelsselection proceduretwo-step estimatorfinite sample analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3907636 (Why is no real title available?)
• scientific article; zbMATH DE number 88833 (Why is no real title available?)
• A note on the estimation of models with sample-selection biases
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Estimation and specification testing in female labor participation models: parametric and semiparametric methods
• Estimation in truncated samples when there is heteroscedasticity
• Estimation of sample selection bias models
• Root-N-Consistent Semiparametric Regression
• Sample Selection Bias as a Specification Error
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Two-step estimation of heteroskedastic sample selection models

Cited in

(6)

• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• Collinearity and two-step estimation of sample selection models: Problems, origins, and remedies
• Two-step series estimation of sample selection models
• Handling dropout and clustering in longitudinal multicentre clinical trials
• Robust misspecification tests for the Heckman's two-step estimator
• Two-step estimation of heteroskedastic sample selection models

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