Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules
Authors
Published Date
Publisher
Center for Economic Research, Department of Economics, University of Minnesota
Type
Abstract
A semiparametric two stage estimation method is proposed for the estimation of sample selection
models which are subject to Tobit-type selection rules. With randomization restrictions on
the disturbances of the model, all the regression coefficients in the model are in general identifiable
without exclusion restrictions. The proposed estimator is shown to be Vn-consistent and asymptotically
normal. Some Monte Carlo results to demonstrate its finite sample performance are also
provided.
Description
Related to
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License
Series/Report Number
Discussion Paper
256
256
Funding Information
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DOI identifier
Previously Published Citation
Lee, L., (1990), "Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules", Discussion Paper No. 256, Center for Economic Research, Department of Economics, University of Minnesota.
Other identifiers
Suggested Citation
Lee, Lung-Fei. (1990). Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/55536.
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