Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 61 (1994)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- 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.
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- Chen, Songnian & Zhou, Yahong, 2007. "Estimating a generalized correlation coefficient for a generalized bivariate probit model," Journal of Econometrics, Elsevier, vol. 141(2), pages 1100-1114, December.
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- Insik Min & Sheng jang Sheu & Zijun Wang, 2003. "A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators," Annals of Economics and Finance, Society for AEF, vol. 4(1), pages 125-136, May.
- Levy, Armando, 2002. "Tobit without apology," Economics Letters, Elsevier, vol. 77(3), pages 399-404, November.
- Armando Levy, 2000. "A Simple Consistent Non-parametric Estimator of the Regression Function in a Truncated Sample," Econometric Society World Congress 2000 Contributed Papers 0651, Econometric Society.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Mealli, Fabrizia & Pacini, Barbara, 2008. "Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 507-516, December.
- 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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