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On intercept estimation in the sample selection model

Schafgans, Marcia M.A. ORCID: 0009-0002-1015-3548 and Zinde-Walsh, Victoria (2002) On intercept estimation in the sample selection model. Econometric Theory, 18 (1). pp. 40-50. ISSN 1469-4360

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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
Divisions: Economics
Subjects: H Social Sciences > H Social Sciences (General)
Date Deposited: 02 Jul 2008 14:09
Last Modified: 11 Dec 2024 22:33
URI: http://eprints.lse.ac.uk/id/eprint/6336

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