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Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation

Author

Listed:
  • Lee Adkins

    (Oklahoma State University)

  • R. Carter Hill

    (Louisiana State University)

Abstract

Several methods of estimating heteroscedastic sample selection models are presented and the sampling properties of bootstrap estimators of test statistics are studied using Monte Carlo simulations.

Suggested Citation

  • Lee Adkins & R. Carter Hill, 2007. "Bootstrap Inferences in Heteroscedastic Sample Selection Models: A Monte Carlo Investigation," Economics Working Paper Series 0710, Oklahoma State University, Department of Economics and Legal Studies in Business.
    • Handle: RePEc:okl:wpaper:0710
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    File URL: https://business.okstate.edu/site-files/docs/ecls-working-papers/OKSWPS0710.pdf
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    References listed on IDEAS

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    3. Ahn, Hyungtaik & Powell, James L., 1993. "Semiparametric estimation of censored selection models with a nonparametric selection mechanism," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
    4. Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin, 2002. "Finite sample behavior of two step estimators in selection models," Computational Statistics, Springer, vol. 17(1), pages 1-16, March.
    5. Tracy M. Gordon, 2003. "Crowd out or crowd in?: The effects of common interest developments on political participation in California," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 37(2), pages 203-233, May.
    6. Zuehlke, Thomas W & Zeman, Allen R, 1991. "A Comparison of Two-Stage Estimators of Censored Regression Models," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 185-188, February.
    7. Jolliffe, Dean, 2002. "The Gender Wage Gap in Bulgaria: A Semiparametric Estimation of Discrimination," Journal of Comparative Economics, Elsevier, vol. 30(2), pages 276-295, June.
    8. van der Klaauw, Bas & Koning, Ruud H, 2003. "Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 31-42, January.
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    Cited by:

    1. Jose Ignacio Gimenez-Nadal & Miguel Lafuente & Jose Alberto Molina & Jorge Velilla, 2019. "Resampling and bootstrap algorithms to assess the relevance of variables: applications to cross section entrepreneurship data," Empirical Economics, Springer, vol. 56(1), pages 233-267, January.
    2. Hisham S. El-Osta, 2016. "Farmland Ownership and Its Impact on the Debt Servicing Capacity Among U.S. Married-Couple Farm Households," Applied Economics and Finance, Redfame publishing, vol. 3(4), pages 190-206, November.
    3. El-Osta, Hisham S., 2011. "The Impact of Human Capital on Farm Operator Household Income," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(01), pages 1-21, April.

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    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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