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Consistency of two-step sample selection estimators despite misspecification of distribution

  • Newey, Whitney K.

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File URL: http://www.sciencedirect.com/science/article/B6V84-3WHC4KR-1/2/4b128cf82c6c1dd31ab6d60c43a1b2a7
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 63 (1999)
Issue (Month): 2 (May)
Pages: 129-132

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Handle: RePEc:eee:ecolet:v:63:y:1999:i:2:p:129-132
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Ruud, Paul A., 1986. "Consistent estimation of limited dependent variable models despite misspecification of distribution," Journal of Econometrics, Elsevier, vol. 32(1), pages 157-187, June.
  2. Greene, William H, 1981. "On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model," Econometrica, Econometric Society, vol. 49(2), pages 505-13, March.
  3. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492 National Bureau of Economic Research, Inc.
  4. Chung, Ching-Fan & Goldberger, Arthur S, 1984. "Proportional Projections in Limited Dependent Variable Models," Econometrica, Econometric Society, vol. 52(2), pages 531-34, March.
  5. Ruud, Paul A, 1983. "Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecifications of Distribution in Multinomial Discrete Choice Models," Econometrica, Econometric Society, vol. 51(1), pages 225-28, January.
  6. Newey, Whitney K, 1990. "Semiparametric Efficiency Bounds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 99-135, April-Jun.
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