Semiparametric estimation of a heteroskedastic sample selection model
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Cites work
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Adapting for heteroscedasticity in linear models
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Estimation of a Panel Data Sample Selection Model
- Global nonparametric estimation of conditional quantile functions and their derivatives
- scientific article; zbMATH DE number 131054 (Why is no real title available?)
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Nonparametric estimation of regression functions with both categorical and continuous data
- On average derivative quantile regression
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Regression Quantiles
- Root-N-Consistent Semiparametric Regression
- Sample Selection Bias as a Specification Error
- SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- The central role of the propensity score in observational studies for causal effects
- Two-stage rank estimation of quantile index models
- Two-step estimation of heteroskedastic sample selection models
- Two-step estimation of semiparametric censored regression models
Cited in
(25)- Distribution-free and link-free estimation for the sample selection model
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models
- Two-step estimation of heteroskedastic sample selection models
- Conditional independence in sample selection models
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Semiparametric one-step estimation of a sample selection model with endogenous covariates
- Extremal quantile regressions for selection models and the black-white wage gap
- Multiplicative-error models with sample selection
- Estimation of marginal effects in semiparametric selection models with binary outcomes
- Semiparametric models with single-index nuisance parameters
- Bivariate non-normality in the sample selection model
- scientific article; zbMATH DE number 5788371 (Why is no real title available?)
- Estimation in censored samples when there is heteroskedasticity
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- ESTIMATION FOR THE GENERAL SAMPLE SELECTION MODELS
- SEMIPARAMETRIC ESTIMATION OF MULTIPLE EQUATION MODELS
- ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
- Semiparametric and nonparametric estimation of sample selection models under symmetry
- A simple data-driven estimator for the semiparametric sample selection model
- A concentrated, nonlinear information-theoretic estimator for the sample selection model
- Sample selection models without exclusion restrictions: parameter heterogeneity and partial identification
- Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities
- Non-parametric identification and estimation of partial effects with endogeneity and selection
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