Schafgans, Marcia M.A. and Zinde-Walsh, Victoria (2002) On intercept estimation in the sample selection model. Econometric Theory, 18 (1). pp. 40-50. ISSN 1469-4360
Abstract
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.
| Item Type: | Article |
|---|---|
| Official URL: | http://journals.cambridge.org/action/displayJourna... |
| Additional Information: | © 2002 Cambridge University Press |
| Library of Congress subject classification: | H Social Sciences > H Social Sciences (General) |
| Sets: | Collections > Economists Online Departments > Economics |
| Date Deposited: | 02 Jul 2008 14:09 |
| URL: | http://eprints.lse.ac.uk/6336/ |
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