ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS

DOI10.1017/S026646661200028XzbMath1262.91118OpenAlexW3123999427MaRDI QIDQ4917236

Xavier D'Haultfœuille, Arnaud Maurel

Publication date: 29 April 2013

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646661200028x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (max. 100)

Nonparametric estimation in case of endogenous selection ⋮ INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS ⋮ Extremal quantile regressions for selection models and the black-white wage gap ⋮ Inference on an extended Roy model, with an application to schooling decisions in France

Cites Work

• Endogenous selection or treatment model estimation
• Asymptotic efficiency in semi-parametric models with censoring
• Identification of a competing risks model with unknown transformations of latent failure times
• Irregular Identification, Support Conditions, and Inverse Weight Estimation
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• The identifiability of the competing risks model
• Shadow Prices, Market Wages, and Labor Supply
• Semiparametric Estimation of the Intercept of a Sample Selection Model
• The Identifiability of the Mixed Proportional Hazards Competing Risks Model
• ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
• Nonparametric Identification and Estimation in a Roy Model With Common Nonpecuniary Returns
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1

This page was built for publication: ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS