The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
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Publication:1929444
DOI10.1016/j.econlet.2006.03.049zbMath1255.62041MaRDI QIDQ1929444
Publication date: 8 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.03.049
62P20: Applications of statistics to economics
62F03: Parametric hypothesis testing
62F40: Bootstrap, jackknife and other resampling methods
Cites Work
- A note on the estimation of models with sample-selection biases
- Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
- Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
- Sample Selection Bias as a Specification Error
- Estimation of sample selection bias models
- SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE
- On Testing Sample Selection Bias Under the Multicollinearity Problem
- Handbook of econometrics. Vol. 5