Efficiency of the two-step estimator for models with endogenous sample selection

Type: Article

Publication Date: 1984-01-01

Citations: 122

DOI: https://doi.org/10.1016/0304-4076(84)90078-2

Locations

  • Journal of Econometrics - View

Similar Works

Action Title Year Authors
+ Consistency of two-step sample selection estimators despite misspecification of distribution 1999 Whitney K. Newey
+ Identification and estimation of endogenous selection models in the presence of misclassification errors 2015 Ji‐Liang Shiu
+ Instrumental variable estimation with first-stage heterogeneity 2023 Alberto Abadie
Jiaying Gu
Shu Shen
+ Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator 1994 Kazumitsu Nawata
+ A note on the estimation of models with sample-selection biases 1993 Kazumitsu Nawata
+ Semiparametric one-step estimation of a sample selection model with endogenous covariates 2015 JĂśrg Schwiebert
+ The Efficiency of the Two-Step Estimator 1972 Kenneth F. Wallis
+ One Step Efficient Estimator for Limited Dependent Variables Models 1999 喜久 鈴木
+ Two-step Estimation in a Multivariate Semiparametric Sample Selection Model 2008 JĂŠrĂ´me Saracco
Marie Chavent
Vanessa Kuentz
+ PDF Chat Nonparametric estimation in case of endogenous selection 2018 Christoph Breunig
Enno Mammen
Anna E. C. Simoni
+ Two-step estimators in partial linear models with missing response variables and error-prone covariates 2011 Yiping Yang
Liugen Xue
Weihu Cheng
+ An Estimator for Nonlinear Regression Models with Endogenous Switching and Sample Selection 1995 Joseph V. Terza
+ Non-parametric estimation methods for instrumental variables and sample selection : theory and applications 1998 Mitali Das
+ Inference in Two-Step Panel Data Models with Time-Invariant Regressors: Bootstrap Versus Analytic Estimators 2014 Scott E. Atkinson
Christopher Cornwell
+ Simple estimators for nonparametric panel data models with sample attrition 2003 Mitali Das
+ PDF Chat Two-Step Estimation and Inference with Possibly Many Included Covariates 2018 Matias D. Cattaneo
Michael Jansson
Xinwei Ma
+ Two-Step Estimation in a Heteroscedastic Linear Regression Model 2018 Yu. Yu. Linke
+ The Efficiency of Sample Models with Equal and with Varying Probability of Selection 1979 Heinrich Strecker
+ On two-step estimation for varying coefficient models 2013 Young Lee
+ Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative 1982 Kazuhiro Ohtani