Spatial differentiation 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:	2017
Authors:	Klein, Alexander ; Nguembu, Guy Tchuente
Publisher:	Canterbury : University of Kent, School of Economics
Subject:	Sample selection \| spatial difference \| instrumental variable

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Series:	School of Economics Discussion Papers ; 1701
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	880301783 [GVK] hdl:10419/175512 [Handle] RePEc:ukc:ukcedp:1701 [RePEc]
Classification:	C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models
Source:	EconStor

Persistent link: https://www.econbiz.de/10011801400