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Estimation des modèles à deux régimes avec des données de panel

  • Rachidi BOUMAHDI
  • Alban THOMAS

A procedure for estimating parameters of a sample selection model with endogenous regressors is proposed for the case of panel data. The variance-covariance matrix is computed by adapting the Lee, maddala and Trost [1980] approach to panel data. An application of the model to the computation of returns to education is proposed; the instrumental matrices of Breusch-Mizon-Schmidt [1989] and Amemiya Macurdy [1986] are shown to be superior to the one of Hausman-Taylor [1981].

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Article provided by ENSAE in its journal Annals of Economics and Statistics.

Volume (Year): (1992)
Issue (Month): 28 ()
Pages: 125-142

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Handle: RePEc:adr:anecst:y:1992:i:28:p:06
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