Nonseparable sample selection models with censored selection rules

DOI10.1016/J.JECONOM.2021.01.009MaRDI QIDQ6199648zbMATH OpenOpenAlexFDO

Authors Iván Fernández-Val, Aico van Vuuren, Francis Vella

Publication date 21 March 2024

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.08961

zbMATH Keywords

sample selectionnonseparable modelscontrol functionquantile and distribution regression

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Abstract: We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from integration over ranges of values of the control function. We derive the conditions for the identification of these different objects and suggest strategies for estimation. Moreover, we provide the associated asymptotic theory. These strategies are illustrated in an empirical investigation of the determinants of female wages in the United Kingdom.

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Cited in

(3)

• Estimation of wage inequality in the UK by quantile regression with censored selection
• Non-parametric identification and estimation of partial effects with endogeneity and selection
• Distribution regression with censored selection

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