A root-N consistent estimator for some fixed-effects panel data sample selection models
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Publication:694916
DOI10.1016/J.ECONLET.2012.04.029zbMATH Open1255.62108OpenAlexW1981598621MaRDI QIDQ694916FDOQ694916
Authors: Chunrong Ai, MeiXia Meng 
Publication date: 19 December 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2012.04.029
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)
Cites Work
- Jackknife and analytical bias reduction for nonlinear panel models.
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Estimation of a Panel Data Sample Selection Model
- An alternative root-\(n\) consistent estimator for panel data binary choice models
- Estimation of a fixed effects bivariate censored regression model
Cited In (5)
- A simple estimator for the correlated random coefficient model
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection
- An alternative root-\(n\) consistent estimator for panel data binary choice models
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
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