Andrews, Donald W K; Schafgans, Marcia M A - In: Review of Economic Studies 65 (1998) 3, pp. 497-517
This paper provides a consistent and asymptotically normal estimator for the intercept of a semiparametrically estimated sample selection model. The estimator uses a decreasingly small fraction of all observations as the sample size goes to infinity, as in J. J. Heckman (1990). In the...