Semiparametric one-step estimation of a sample selection model with endogenous covariates
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Publication:1621993
DOI10.1007/s10182-015-0245-9zbMath1443.62503OpenAlexW2081627676MaRDI QIDQ1621993
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
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
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