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
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.
|Additional Information:||© 2002 Cambridge University Press|
|Library of Congress subject classification:||H Social Sciences > H Social Sciences (General)|
|Sets:||Collections > Economists Online
Departments > Economics
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