Self-selection and direct estimation of across-regime correlation parameter
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Calzolari, Giorgio & Di Pino, Antonino, 2009. "Individual wage and reservation wage: efficient estimation of a simultaneous equation model with endogenous limited dependent variables," MPRA Paper 22984, University Library of Munich, Germany.
- Giorgio Calzolari & Antonino Di Pino, 2014. "Self-Selection and Direct Estimation of Across-Regime Correlation Parameter," Econometrics Working Papers Archive 2014_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
References listed on IDEAS
- Vijverberg, Wim P. M., 1993. "Measuring the unidentified parameter of the extended Roy model of selectivity," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 69-89.
- Chen, Heng & Fan, Yanqin & Liu, Ruixuan, 2016. "Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model," Journal of Econometrics, Elsevier, vol. 195(2), pages 255-270.
- Poirier, Dale J & Tobias, Justin L, 2003.
"On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 21(2), pages 258-268, April.
- Poirier, D.J. & Tobias, J.L., 2001. "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Papers 00-01-30, California Irvine - School of Social Sciences.
- Poirier, Dale J & Tobias, Justin, 2003. "On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter," Staff General Research Papers Archive 12014, Iowa State University, Department of Economics.
- Maddala, G S & Nelson, Forrest D, 1974. "Maximum Likelihood Methods for Models of Markets in Disequilibrium," Econometrica, Econometric Society, vol. 42(6), pages 1013-1030, November.
- Pedro Carneiro & Karsten T. Hansen & James J. Heckman, 2003. "Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College," NBER Working Papers 9546, National Bureau of Economic Research, Inc.
- Carneiro, Pedro & Hansen, Karsten T. & Heckman, James J., 2003.
"Estimating Distributions of Treatment Effects with an Application to the Returns to Schooling and Measurement of the Effects of Uncertainty on College Choice,"
IZA Discussion Papers
767, Institute for the Study of Labor (IZA).
- Carneiro, Pedro & Hansen, Karsten & Heckman, James, 2003. "Estimating distributions of treatment effects with an application to the returns to schooling and measurement of the effects of uncertainty on college choice," Working Paper Series 2003:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Vella, Francis & Verbeek, Marno, 1999. "Estimating and Interpreting Models with Endogenous Treatment Effects," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 473-478, October.
- Heckman, James J, 1978.
"Dummy Endogenous Variables in a Simultaneous Equation System,"
Econometric Society, vol. 46(4), pages 931-959, July.
- James J. Heckman, 1977. "Dummy Endogenous Variables in a Simultaneous Equation System," NBER Working Papers 0177, National Bureau of Economic Research, Inc.
- Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-1149, September.
- Michael Lokshin & Zurab Sajaia, 2004. "Maximum likelihood estimation of endogenous switching regression models," Stata Journal, StataCorp LP, vol. 4(3), pages 282-289, September.
- Poirier, Dale J. & Ruud, Paul A., 1981. "On the appropriateness of endogenous switching," Journal of Econometrics, Elsevier, vol. 16(2), pages 249-256, June.
- James Heckman & Justin L. Tobias & Edward Vytlacil, 2003.
"Simple Estimators for Treatment Parameters in a Latent-Variable Framework,"
The Review of Economics and Statistics,
MIT Press, vol. 85(3), pages 748-755, August.
- Heckman, J J & Tobias, Justin & Vytlacil, Ed, 2003. "Simple Estimators for Treatment Parameters in a Latent Variable Framework," Staff General Research Papers Archive 12012, Iowa State University, Department of Economics.
- Lee, Lung-Fei, 1978. "Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 415-433, June.
- Maria Gabriella Campolo & Antonio Di Pino, 2012. "An Empirical Analysis of Women’s Working Time, and an Estimation of Female Labour Supply in Italy," Statistica, Department of Statistics, University of Bologna, vol. 72(2), pages 173-193.
- Aakvik, Arild & Heckman, James J. & Vytlacil, Edward J., 2005. "Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs," Journal of Econometrics, Elsevier, vol. 125(1-2), pages 15-51.
- Suzanne Bianchi, 2000. "Maternal employment and time with children: Dramatic change or surprising continuity?," Demography, Springer;Population Association of America (PAA), vol. 37(4), pages 401-414, November.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y," Econometrica, Econometric Society, vol. 56(3), pages 701-714, May.
More about this item
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- J22 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Time Allocation and Labor Supply
StatisticsAccess and download statistics
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:taf:japsta:v:44:y:2017:i:12:p:2142-2160. 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: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/CJAS20 .
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.
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.