On Testing Sample Selection Bias Under the Multicollinearity Problem
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- Yamagata. T., 2005. "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics 0522, Faculty of Economics, University of Cambridge.
References listed on IDEAS
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- Campbell, Randall C. & Nagel, Gregory L., 2016. "Private information and limitations of Heckman's estimator in banking and corporate finance research," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 186-195.
- Zhang, Fan, 2011. "Distributional impact analysis of the energy price reform in Turkey," Policy Research Working Paper Series 5831, The World Bank.
- Yamagata, Takashi, 2006. "The small sample performance of the Wald test in the sample selection model under the multicollinearity problem," Economics Letters, Elsevier, vol. 93(1), pages 75-81, October.
- Verbič, Miroslav & Spruk, Rok, 2011. "Aging population and public pensions: theory and evidence," MPRA Paper 38914, University Library of Munich, Germany.
- Quattri, Maria A. & Ozanne, Adam & Wang, Xioabing & Hall, Alastair R., 2011. "On The Role Of The Brokerage Institution In The Development Of Ethiopian Agricultural Markets," 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK 108941, Agricultural Economics Society.
- Fan Zhang, 2015. "Energy Price Reform and Household Welfare: The Case of Turkey," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
More about this item
KeywordsLagrange multiplier test; Likelihood ratio test; Sample selection bias; t -test; Wald test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
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