Aguirregabiria, Victor (2009): Some Notes on Sample Selection Models.
Download (327kB) | Preview
Sample selection problems are pervasive when working with micro economic models and datasets of individuals, households or firms. During the last three decades, there have been very significant developments in this area of econometrics. Different type of models have been proposed and used in empirical applications. And new estimation and inference methods, both parametric and semiparametric, have been developed. These notes provide a brief introduction to this large literature.
|Item Type:||MPRA Paper|
|Original Title:||Some Notes on Sample Selection Models|
|Keywords:||Sample selection. Censored regression model. Truncated regression model. Treatment effects. Semiparametric methods.|
|Subjects:||C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: General
C - Mathematical and Quantitative Methods > C2 - Single Equation Models; Single Variables > C24 - Truncated and Censored Models; Switching Regression Models
C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics
|Depositing User:||Victor Aguirregabiria|
|Date Deposited:||30. Jun 2009 09:00|
|Last Modified:||12. Feb 2013 00:42|
Amemiya, T. (1985): "Advanced Econometrics," Hardvard University Press. Cambridge, Massachusetts.
Heckman, J. (1976): "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Model," Annals of Economic and Social Measurement, 15, 475-492.
Heckman, J. (1979): "Sample Selection Bias as a Specification Error," Econometrica, 47, 153-161.
Heckman, J., and B. Honore (1990): "The Empirical Content of the Roy Model," Econometrica, 58, 1121-1149.
Powell, J. (1984): "Least Absolute Deviations Estimation for the Censored Regression Model," Journal of Econometrics, 25, 303-325.
Powell, J. (1986): "Symmetrically Trimmed Least Squares Estimation for Tobit models," Econometrica, 54, 1435-1460.
Roy, A. D. (1951): "Some Thoughts on the Distribution of Earnings," Oxford Economic Papers (New Series), 3, 135-146.
Robinson, P. (1988): "Root-N-Consistent Semiparametric Regression," Econometrica, 56, 931-54.
Yatchew, A. (2003): "Semiparametric Regression for the Applied Econometrician," in Themes in Modern Econometrics, ed. P.C.B. Phillips, Cambridge University Press.