ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
Marcia M.A. Schafgans and
Econometric Theory, 2002, vol. 18, issue 1, 40-50
We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990, American Economic Review 80, 313â€“318) for the intercept of a semiparametrically estimated sample selection model. The estimator is based on â€œidentification at infinity,â€ which leads to nonstandard convergence rate.
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Working Paper: On Intercept Estimation in the Sample Selection Model (2000)
Working Paper: On intercept estimation in the sample selection model (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:18:y:2002:i:01:p:40-50_18
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