IDEAS home Printed from https://ideas.repec.org/a/adr/anecst/y1999i55-56p153-181.html
   My bibliography  Save this article

A New Estimator for Panel Data Sample Selection Models

Author

Listed:
  • María Engracia Rochina-Barrachina

Abstract

In this paper we are concerned with the estimation of a panel data sample selection model where both the selection and the regression equation contain individual effects allowed to be correlated with the observable variables. In this direction, some estimation techniques have been recently developed. We propose a new method for correcting for sample selection bias. Our estimation procedure is an extension of the familiar two-step sample selection technique to the case where one correlated selection rule in two different time periods generates the sample. Some non-parametric components are allowed. The finite sample properties of the estimator are investigated by Monte Carlo simulation experiments.

Suggested Citation

  • María Engracia Rochina-Barrachina, 1999. "A New Estimator for Panel Data Sample Selection Models," Annals of Economics and Statistics, GENES, issue 55-56, pages 153-181.
  • Handle: RePEc:adr:anecst:y:1999:i:55-56:p:153-181
    as

    Download full text from publisher

    File URL: http://www.jstor.org/stable/20076195
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1220-3 is not listed on IDEAS
    2. Samuel Bazzi, 2017. "Wealth Heterogeneity and the Income Elasticity of Migration," American Economic Journal: Applied Economics, American Economic Association, vol. 9(2), pages 219-255, April.
    3. Luis García & Erika Collantes, 2017. " Impacto del programa social Juntos sobre la oferta laboral femenina en el Perú [Effect of the Juntos social program on female labor supply in Peru]," Documentos de Trabajo / Working Papers 2017-448, Departamento de Economía - Pontificia Universidad Católica del Perú.
    4. Robert Jäckle & Oliver Himmler, 2010. "Health and Wages: Panel Data Estimates Considering Selection and Endogeneity," Journal of Human Resources, University of Wisconsin Press, vol. 45(2).
    5. Nizalova, Olena Y. & Sliusarenko, Tamara & Shpak, Solomiya, 2016. "The motherhood wage penalty in times of transition," Journal of Comparative Economics, Elsevier, vol. 44(1), pages 56-75.
    6. Chirok Han & Goeun Lee, 2017. "Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects," Discussion Paper Series 1707, Institute of Economic Research, Korea University.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:adr:anecst:y:1999:i:55-56:p:153-181. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Laurent Linnemer). General contact details of provider: http://edirc.repec.org/data/ensaefr.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.