Spatial Differencing for Sample Selection Models

This paper uses spatial differencing to estimate parameters in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across the space of unobserved site-specific heterogeneity and selection probability, key parameters of a sample selection model are identified. A simple estimation procedure is proposed and the formula for the estimator of the standard error is derived

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Year of publication:	2016
Authors:	Klein, Alexander
Other Persons:	Tchuente, Guy (contributor)
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Stichprobenerhebung \| Sampling

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