Estimation des modèles à deux régimes avec des données de panel
AbstractA procedure for estimating parameters of a sample selection model with endogenous regressors is proposed for the case of panel data. The variance-covariance matrix is computed by adapting the Lee, maddala and Trost  approach to panel data. An application of the model to the computation of returns to education is proposed; the instrumental matrices of Breusch-Mizon-Schmidt  and Amemiya Macurdy  are shown to be superior to the one of Hausman-Taylor .
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Bibliographic InfoArticle provided by ENSAE in its journal Annals of Economics and Statistics.
Volume (Year): (1992)
Issue (Month): 28 ()
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- Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2004.
"Measuring Economies of Vertical Integration in Network Industries: an Application to the Water Sector,"
IDEI Working Papers
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- Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2007. "Measuring economies of vertical integration in network industries: An application to the water sector," International Journal of Industrial Organization, Elsevier, vol. 25(4), pages 791-820, August.
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