Semiparametric Estimation Of A Sample Selection Model PDF Download

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Nonparametric and Semiparametric Methods in Econometrics and Statistics

Nonparametric and Semiparametric Methods in Econometrics and Statistics
Author: William A. Barnett
Publisher: Cambridge University Press
Total Pages: 512
Release: 1991-06-28
Genre: Business & Economics
ISBN: 9780521424318

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Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.


Two-Step Series Estimation of Sample Selection Models

Two-Step Series Estimation of Sample Selection Models
Author: Whitney K. Newey
Publisher:
Total Pages: 0
Release: 2003
Genre:
ISBN:

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Sample selection models are important for correcting for the effects of nonrandom sampling in microeconomic data. This note is about semiparametric estimation using a series approximation to the selection correction term. Regression spline and power series approximations are considered. Consistency and asymptotic normality are shown, as well as consistency of an asymptotic variance estimator.