Maximum simulated likelihood estimation of the panel sample selection model
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Cites work
- A numerically stable quadrature procedure for the one-factor random-component discrete choice model
- An integrated kernel-weighted smoothed maximum score estimator for the partially linear binary response model
- Analysis of Covariance with Qualitative Data
- Bias corrections for two-step fixed effects panel data estimators
- Discrete Choice Methods with Simulation
- Econometric analysis of cross section and panel data.
- Estimating fixed and random effects models with selectivity
- Estimating panel data models in the presence of endogeneity and selection
- Estimation of a Panel Data Sample Selection Model
- Estimation of dynamic panel data sample selection models
- scientific article; zbMATH DE number 3464631 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 1410633 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- Multivariate regression models for panel data
- On the Pooling of Time Series and Cross Section Data
- Sample Selection Bias as a Specification Error
- Selection corrections for panel data models under conditional mean independence assumptions
- Testing for Selectivity Bias in Panel Data Models
Cited in
(7)- Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
- Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
- A unified approach to multilevel sample selection models
- Estimation of panal data biprobit models based on Monte Carlo simulation method and its application
- A Computationally Practical Simulation Estimator for Panel Data
- A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
- A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models
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