Two-step estimation of heteroskedastic sample selection models
From MaRDI portal
Recommendations
- Semiparametric estimation of a heteroskedastic sample selection model
- Finite sample behavior of two step estimators in selection models
- Estimation of sample selection bias models
- Two-step series estimation of sample selection models
- Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
Cites work
- scientific article; zbMATH DE number 3678917 (Why is no real title available?)
- scientific article; zbMATH DE number 88833 (Why is no real title available?)
- scientific article; zbMATH DE number 3491650 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Adaptive estimation of regression models via moment restrictions
- Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
- Estimation in truncated samples when there is heteroscedasticity
- Least absolute deviations estimation for the censored regression model
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
- Root-N-Consistent Semiparametric Regression
- Sample Selection Bias as a Specification Error
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
Cited in
(19)- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.
- Finite sample behavior of two step estimators in selection models
- Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
- Semiparametric and nonparametric estimation of sample selection models under symmetry
- Endogenous selection or treatment model estimation
- Sample selection models without exclusion restrictions: parameter heterogeneity and partial identification
- Robust inference in sample selection models
- scientific article; zbMATH DE number 6285802 (Why is no real title available?)
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
- Estimation in censored samples when there is heteroskedasticity
- Two-step series estimation of sample selection models
- In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)
- Two-stage estimation about heteroscedastic model based on variable selection and cluster analysis
- Robust misspecification tests for the Heckman's two-step estimator
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
- Semiparametric estimation of a heteroskedastic sample selection model
- A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters
- Extremal quantile regressions for selection models and the black-white wage gap
This page was built for publication: Two-step estimation of heteroskedastic sample selection models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1343375)
