Self-selection and direct estimation of across-regime correlation parameter

DOI10.1080/02664763.2016.1247789MaRDI QIDQ5138694zbMATH OpenOpenAlexFDO

Authors Giorgio Calzolari, Antonino di Pino

Publication date 4 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://local.disia.unifi.it/wp_disia/2014/wp_disia_2014_04.pdf

zbMATH Keywords

across-regime correlation parameterendogenous switching modelmaximum likelihoodself-selectionsimultaneous equations

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cites work

• Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs
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• Learning about the across-regime correlation in switching regression models
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
• Measuring the unidentified parameter of the extended Roy model of selectivity
• Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
• Quasi-Newton Methods, Motivation and Theory
• The behavior of trust-region methods in FIML-estimation
• Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables

Cited in

(2)

• Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model
• Assessing individual skill influence on housework time of Italian women: an endogenous-switching approach

Describes a project that uses

Uses Software

• Stata
• movestay

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