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Heckman sample selection estimators under heteroskedasticity

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WP 23-04 has been revised and superseded by WP 24-11

Suggested Citation

  • Alyssa Carlson & Wei Zhao, 2023. "Heckman sample selection estimators under heteroskedasticity," Working Papers 2303, Department of Economics, University of Missouri.
    • Handle: RePEc:umc:wpaper:2303
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    Keywords

    st0001; sample selection; heteroskedasticty; Bruesh–Pagan test; Hausman test;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: 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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