Estimation of a Panel Data Sample Selection Model

DOI10.2307/2171739zbMATH Open0905.62121OpenAlexW2150642212MaRDI QIDQ4367740FDOQ4367740

Authors: Ekaterini Kyriazidou 

Publication date: 9 February 1999

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/991cbe9a7a6dbd808092415c435e5181c2088e0d

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zbMATH Keywords

asymptotic normalityconsistencyindividual-specific effectspanel data sample selection model

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

Cited In (72)

• The Sample Selection Model from a Method of Moments Perspective
• Inference in panel data models under attrition caused by unobservables
• Non-parametric regression with a latent time series
• A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models
• Estimating panel data models in the presence of endogeneity and selection
• Panel data analysis -- advantages and challenges (with comments and rejoinder)
• A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
• Correlated random effects models with unbalanced panels
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Endogenous selection or treatment model estimation
• Semiparametric one-step estimation of a sample selection model with endogenous covariates
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects
• Two-step estimation of panel data models with censored endogenous variables and selection bias
• Panel data analysis of household brand choices
• Sampling Designs for Short Panel Data
• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
• First-difference estimator for panel censored-selection models.
• Nonresponse in dynamic panel data models
• Assessing the use of sample selection models in the estimation of fertility postponement effects
• Semiparametric estimation of a heteroskedastic sample selection model
• Selection corrections for panel data models under conditional mean independence assumptions
• Bias correction for within-group estimation of panel data models with fixed effects and sample selection
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
• Bias corrections for two-step fixed effects panel data estimators
• An analysis of housing expenditure using semiparametric models and panel data
• Unbalanced panel data: a survey
• Bayesian analysis of cross-section and clustered data treatment models
• Simple estimators for nonparametric panel data models with sample attrition
• Estimation of panel data regression models with two-sided censoring or truncation
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects
• A semiparametric panel data model for markets in disequilibrium
• Rank estimation of a generalized fixed-effects regression model
• Semiparametric estimation of a nonstationary panel data transformation model under symmetry
• Selection bias in linear mixed models
• Endogeneity in semiparametric panel binary choice model
• Multilevel and nonlinear panel data models
• Semiparametric Bayes analysis of longitudinal data treatment models
• Selection correction in panel data models: An application to the estimation of females' wage equations
• Heterogeneity and selection in dynamic panel data
• A generalized panel data switching regression model
• Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model
• Monte Carlo evidence on the estimation method for industry dynamics
• Estimation of tobit-type models with individual specific effects
• Smoothed maximum score estimation with nonparametrically generated covariates
• Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
• Binary quantile regression with local polynomial smoothing
• Sample selection models with monotone control functions
• Estimation of dynamic panel data sample selection models
• Treatment evaluation with multiple outcome periods under endogeneity and attrition
• Distribution-free estimation of the random coefficient dummy endogenous variable model
• Non-parametric models in binary choice fixed effects panel data
• Factors affecting economic output in developed countries: a copula approach to sample selection with panel data
• Testing identifying assumptions in nonseparable panel data models
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• A semiparametric model for heterogeneous panel data with fixed effects
• Foreign direct investment in the enlarged EU: do taxes matter and to what extent?
• Two tests for strict exogeneity in a correlated random effects panel data Tobit model
• Heterogeneous credit union production technologies with endogenous switching and correlated effects
• Multiplicative-error models with sample selection
• Title not available (Why is that?)
• A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
• Sample selection models without exclusion restrictions: parameter heterogeneity and partial identification
• Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
• Assessing Causal Effects in a Longitudinal Observational Study With “Truncated” Outcomes Due to Unemployment and Nonignorable Missing Data
• Maximum simulated likelihood estimation of the panel sample selection model
• Analysis of two-part random effects model for semi-ordinal longitudinal response. Abbreviated title: semi-ordinal random effects model
• Estimating Low Pay Transition Probabilities Accounting for Endogenous Selection Mechanisms
• SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
• Validity of LSE for trimmed and differenced panel data due to absorbing attrition
• GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany

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