ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

Marcia M.A. Schafgans and Victoria Zinde-Walsh

Econometric Theory, 2002, vol. 18, issue 01, pages 40-50

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.

Date: 2002
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Working Paper: On Intercept Estimation in the Sample Selection Model (2000)
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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:18:y:2002:i:01:p:40-50_18

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