ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
Keyword(s):
We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990, American Economic Review 80, 313–318) for the intercept of a semiparametrically estimated sample selection model. The estimator is based on “identification at infinity,” which leads to nonstandard convergence rate.
2017 ◽
pp. 175-184
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2015 ◽
Vol 43
(1)
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pp. 172-190
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Keyword(s):
2014 ◽
Vol 7
(2)
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pp. 832
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Keyword(s):
2007 ◽
Vol 77
(12)
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pp. 1300-1311
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Keyword(s):
2013 ◽
Vol 61
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pp. 158-173
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