Some identification results in a correlated random coefficients sample selection model

Xun Zhu and Zequn Jin

Economics Letters, 2023, vol. 233, issue C

Abstract: This paper studies the linear correlated random coefficients model subject to sample selection. The random coefficients can be correlated with one or more covariate components. To address the endogeneity of the covariates, we employ the control function approach, while correcting for sample selection by applying the method of local instrumental variables. We establish that, under particular regularity conditions, the average partial effects and several counterfactual parameters can be identified.

Keywords: Correlated random coefficient; Sample selection; Control function; Local instrumental variable; Average partial effect (search for similar items in EconPapers)
JEL-codes: C14 C31 C36 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004184

DOI: 10.1016/j.econlet.2023.111392

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