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Some notes on sample selection models (in Russian)

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  • Victor Aguirregabiria

    (University of Toronto, Toronto, Canada)

Abstract

Sample 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.

Suggested Citation

  • Victor Aguirregabiria, 2009. "Some notes on sample selection models (in Russian)," Quantile, Quantile, issue 7, pages 21-36, September.
  • Handle: RePEc:qnt:quantl:y:2009:i:7:p:21-36
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    1. Hagen, K.P. & Kanniainen, V., 1990. "The R&D Effort and Taxation of Capital Income," Papers 13-90, Norwegian School of Economics and Business Administration-.
    2. 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.
    3. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, vol. 54(6), pages 1435-1460, November.
    4. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    5. Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
    6. Yatchew,Adonis, 2003. "Semiparametric Regression for the Applied Econometrician," Cambridge Books, Cambridge University Press, number 9780521812832.
    7. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
    8. A. D. Roy, 1951. "Some Thoughts On The Distribution Of Earnings," Oxford Economic Papers, Oxford University Press, vol. 3(2), pages 135-146.
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