Some Notes on Sample Selection Models
AbstractSample selection problems are pervasive when working with micro economic models and datasets of individuals, households or firms. During the last three decades, there have been very significant developments in this area of econometrics. Different type of models have been proposed and used in empirical applications. And new estimation and inference methods, both parametric and semiparametric, have been developed. These notes provide a brief introduction to this large literature.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 15974.
Date of creation: 20 May 2009
Date of revision:
Sample selection. Censored regression model. Truncated regression model. Treatment effects. Semiparametric methods.;
Find related papers by JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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- Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, vol. 54(6), pages 1435-60, November.
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