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|Title:||Semiparametric and nonparametric estimation of sample selection models under symmetry|
|Authors:||Chen, S. |
Sample selection models
|Citation:||Chen, S., Zhou, Y. (2010-07). Semiparametric and nonparametric estimation of sample selection models under symmetry. Journal of Econometrics 157 (1) : 143-150. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2009.10.022|
|Abstract:||This paper considers the semiparametric estimation of binary choice sample selection models under a joint symmetry assumption. Our approaches overcome various drawbacks associated with existing estimators. In particular, our method provides root-n consistent estimators for both the intercept and slope parameters of the outcome equation in a heteroscedastic framework, without the usual cross equation exclusion restriction or parametric specification for the error distribution and/or the form of heteroscedasticity. Our two-step estimators are shown to be consistent and asymptotically normal. A Monte Carlo simulation study indicates the usefulness of our approaches. © 2009 Elsevier B.V. All rights reserved.|
|Source Title:||Journal of Econometrics|
|Appears in Collections:||Staff Publications|
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