A Comparison of Different Estimators for Panel Data Sample Selection Models

In this paper, we perform an extensive Monte Carlo study of the finite sample properties of different estimators for panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood estimators with simultaneous equations for the sampleselection process and the equation of interest. The main result of the Monte Carlo study is that the maximum likelihood estimators of random effectsmodels in general perform better than the two-step estimators

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Year of publication:	2002
Authors:	Jensen, Peter ; Rosholm, Michael ; Verner, Mette
Publisher:	[S.l.] : SSRN
Subject:	Panel \| Panel study \| Stichprobenerhebung \| Sampling \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Schätztheorie \| Estimation theory

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