Semiparametric Estimation of a Sample Selection Model
Abstract
This paper provides a consistent and asymptotically normal estimator for the intercept of a semiparametrically estimated sample selection model. The estimator uses a decreasingly small fraction of all observations as the sample size goes to infinity, as in Heckman (1990). In the semiparametrics literature, estimation of the intercept typically has been subsumed in the nonparametric sample selection bias correction term. The estimation of the intercept, however, is important from an economic perspective. For instance, it permits one to determine the "wage gap" between unionized and nonunionized workers, decompose the wage differential between different socioeconomic groups (e.g., male-female and black-white), and evaluate the net benefits of a social program.Download Info
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Paper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1119.Length: 35 pages
Date of creation: Mar 1996
Date of revision:
Publication status: Published in Review of Economic Studies (1998), 65: 497-517
Handle: RePEc:cwl:cwldpp:1119
Note: CFP 965.
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Charlier, Erwin & Melenberg, Bertrand & van Soest, Arthur, 2001.
"An analysis of housing expenditure using semiparametric models and panel data,"
Journal of Econometrics,
Elsevier, vol. 101(1), pages 71-107, March.
- Charlier, E. & Melenberg, B. & Soest, A.H.O. van, 1997. "An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data," Discussion Paper 1997-14, Tilburg University, Center for Economic Research.
- Lanot, Gauthier & Walker, Ian, 1998.
"The union/non-union wage differential: An application of semi-parametric methods,"
Journal of Econometrics,
Elsevier, vol. 84(2), pages 327-349, June.
- Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.
- Gauthier Lanot & Ian Walker, 1996. "The Union/Non-Union Wage Differential: An Application of Semi-Parametric Methods," Keele Department of Economics Discussion Papers (1995-2001) 96/9, Department of Economics, Keele University.
- Charlier, E. & Melenberg, B. & Soest, A.H.O. van, 1997.
"An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models,"
Discussion Paper
1997-15, Tilburg University, Center for Economic Research.
- Bertrand Melenberg & Arthur van Soest & Erwin Charlier, 2000. "An analysis of housing expenditure using semiparametric cross-section models," Empirical Economics, Springer, vol. 25(3), pages 437-462.
- repec:ese:iserwp:2000-07 is not listed on IDEAS
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