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A semi-parametric estimator for censored selection models with endogeneity

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  • Lee, Myoung-jae
  • Vella, Francis

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4FNP2NH-2/2/5d9ad0b713a1c43593688322a3f13521
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 130 (2006)
Issue (Month): 2 (February)
Pages: 235-252

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Handle: RePEc:eee:econom:v:130:y:2006:i:2:p:235-252

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Bo E. Honore & Ekaterini Kyriazidou & Christopher Udry, . "Estimation of Type 3 Tobit Models using Symmetric Trimming and Pairwise Comparisons," Home Pages _001, Princeton University, Department of Economics.
  2. Mitali Das & Whitney K. Newey & Francis Vella, 2003. "Nonparametric Estimation of Sample Selection Models," Review of Economic Studies, Wiley Blackwell, vol. 70(1), pages 33-58, January.
  3. Francis Vella, 1998. "Estimating Models with Sample Selection Bias: A Survey," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 127-169.
  4. Lee, Lung-fei & Maddala, G S & Trost, R P, 1980. "Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity," Econometrica, Econometric Society, vol. 48(2), pages 491-503, March.
  5. Powell, James L & Stock, James H & Stoker, Thomas M, 1989. "Semiparametric Estimation of Index Coefficients," Econometrica, Econometric Society, vol. 57(6), pages 1403-30, November.
  6. Lee, L-F., 1990. "Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules," Papers 256, Minnesota - Center for Economic Research.
  7. Li, Qi & Wooldridge, Jeffrey M., 2002. "Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors," Econometric Theory, Cambridge University Press, vol. 18(03), pages 625-645, June.
  8. Chen, Songnian, 1997. "Semiparametric estimation of the Type-3 Tobit model," Journal of Econometrics, Elsevier, vol. 80(1), pages 1-34, September.
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