Two-step series estimation of sample selection models

Sample selection models are important for correcting the effects of non-random sampling. This paper is about semiparametric estimation using a series approximation to the correction term. Regression spline and power series approximations are considered. Asymptotic normality and consistency of an asymptotic variance estimator are shown. Copyright (C) The Author(s). Journal compilation (C) Royal Economic Society 2009

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Year of publication:	2009
Authors:	Newey, Whitney K.
Published in:	Econometrics Journal. - Royal Economic Society - RES. - Vol. 12.2009, s1, p. 217-217
Publisher:	Royal Economic Society - RES

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004994594