Sample selection models with monotone control functions

The celebrated Heckman selection model yields a selection correction function (control function) proportional to the inverse Mills ratio, which is monotone. This paper studies a sample selection model that does not impose parametric distributional assumptions on the latent error terms, while maintai...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Journal of econometrics 2022-02, Vol.226 (2), p.321-342
Hauptverfasser:	Liu, Ruixuan, Yu, Zhengfei
Format:	Artikel
Sprache:	eng
Schlagworte:	Control algorithms Copula Error analysis Isotonic regression Mathematical functions Mathematical models Normality Parameter estimation Sample selection models Semiparametric estimation Shape restriction Usefulness
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!