Nonseparable sample selection models with censored selection rules

Ivan Fernandez-Val, Aico van Vuuren and Francis Vella

Journal of Econometrics, 2024, vol. 240, issue 2

Abstract: We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from integration over ranges of values of the control function. We derive conditions for identification of these different objects and suggest strategies for estimation. Moreover, we provide the associated asymptotic theory. These strategies are illustrated in an empirical investigation of the determinants of female wages in the United Kingdom.

Keywords: Sample selection; Nonseparable models; Control function; Quantile and distribution regression (search for similar items in EconPapers)
JEL-codes: C14 C21 C24 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304407621000567
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Nonseparable Sample Selection Models with Censored Selection Rules (2020)
Working Paper: Nonseparable Sample Selection Models with Censored Selection Rules (2018)
Working Paper: Nonseparable sample selection models with censored selection rules (2018)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000567

DOI: 10.1016/j.jeconom.2021.01.009

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().