Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules
1990-07
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Semiparametric Two Stage Estimation of Sample Selection Models Subject to Tobit-Type Selection Rules
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1990-07
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Center for Economic Research, Department of Economics, University of Minnesota
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Working Paper
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.
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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.
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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