Consistency of two-step sample selection estimators despite misspecification of distribution
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Publication:1292437
DOI10.1016/S0165-1765(99)00024-5zbMATH Open0924.90041OpenAlexW2056692054WikidataQ126772521 ScholiaQ126772521MaRDI QIDQ1292437FDOQ1292437
Publication date: 21 June 1999
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00024-5
Cites Work
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- Semiparametric efficiency bounds
- Root-N-Consistent Semiparametric Regression
- Consistent estimation of limited dependent variable models despite misspecification of distribution
- Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
- Concavity of the Log Likelihood
- Proportional Projections in Limited Dependent Variable Models
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
Cited In (9)
- Asymptotic misspecification biases for heckman's two step estimator
- Endogenous selection or treatment model estimation
- Finite sample behavior of two step estimators in selection models
- Bivariate non-normality in the sample selection model
- Finite sample properties for the semiparametric estimation of the intercept of a censored regression model
- Nonparametric estimation of marginal effects in regression-spline random effects models
- Robust Misspecification Tests for the Heckman's Two-Step Estimator
- Two-step series estimation of sample selection models
- Sample selection models with monotone control functions
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