Semiparametric one-step estimation of a sample selection model with endogenous covariates

DOI10.1007/s10182-015-0245-9zbMath1443.62503OpenAlexW2081627676MaRDI QIDQ1621993

Jörg Schwiebert

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-015-0245-9

zbMATH Keywords

generalized method of momentssemiparametric estimationsample selection modelendogenous covariates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Two-step series estimation of sample selection models
• Estimating panel data models in the presence of endogeneity and selection
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Convergence rates and asymptotic normality for series estimators
• Semiparametric methods in econometrics
• Sample Selection Bias as a Specification Error
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• The Asymptotic Variance of Semiparametric Estimators
• Estimation of a Panel Data Sample Selection Model
• Nonparametric Estimation of Sample Selection Models

This page was built for publication: Semiparametric one-step estimation of a sample selection model with endogenous covariates