A Small-Sample Estimator for the Sample-Selection Model
AbstractA semiparametric estimator for evaluating the parameters of data generated under a sample selection process is developed. This estimator is based on the generalized maximum entropy estimator and performs well for small and ill-posed samples. Theoretical and sampling comparisons with parametric and semiparametric estimators are given. This method and standard ones are applied to three small-sample empirical applications of the wage-participation model for female teenage heads of households, immigrants, and Native Americans.
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Bibliographic InfoPaper provided by Department of Agricultural & Resource Economics, UC Berkeley in its series Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series with number qt4c82d2nv.
Date of creation: 01 Mar 2001
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maximum entropy; sample selection; Monte Carlo experiments;
Other versions of this item:
- Amos Golan & Enrico Moretti & Jeffrey M.Perloff, 2004. "A Small-Sample Estimator for the Sample-Selection Model," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 71-91.
- Golan, Amos & Moretti, Enrico & Perloff, Jeffrey M, 2001. "A small-sample estimator for the sample-selection model," CUDARE Working Paper Series 955, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
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