A root-N consistent estimator for some fixed-effects panel data sample selection models

Chunrong Ai and Meixia Meng

Economics Letters, 2012, vol. 116, issue 3, 411-413

Abstract: The aim of this note is to present a root-N consistent estimator for the regression coefficients in a fixed-effects panel data sample selection model that has one selection equation and two regression equations. Other than the condition that the error terms satisfy a control function type of restriction and the biases are nonzero in both equations. The proposed procedure does not require parameterizing the selection equation nor does it require estimating the selection equation. Moreover, the proposed procedure only requires a standard IV estimation and hence is easy to implement.

Keywords: Fixed-effects; Panel data; Nonparametric, sample selection (search for similar items in EconPapers)
JEL-codes: C01 C23 C24 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:116:y:2012:i:3:p:411-413

DOI: 10.1016/j.econlet.2012.04.029

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