EconPapers    
Economics at your fingertips  
 

Consistent estimation of panel data sample selection models

Sergi Jimenez-Martin (), Jose Labeaga and Majid Al-Sadoon

No 2020-06, Working Papers from FEDEA

Abstract: We analyse the properties of classical (fixed effect, first-differences and random effects) as well as generalised method of moments-instrumental variables estimators in either static or dynamic panel data sample selection models. We show that the correlation of the unobserved errors is not sufficient for non-consistency to arise, but the presence of common (and/or nonindependent) non-deterministic covariates in the selection and outcome equations is generally necessary.

Date: 2020-05
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://documentos.fedea.net/pubs/dt/2020/dt2020-06.pdf (application/pdf)

Related works:
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:fda:fdaddt:2020-06

Access Statistics for this paper

More papers in Working Papers from FEDEA
Bibliographic data for series maintained by Carmen Arias ().

 
Page updated 2020-10-20
Handle: RePEc:fda:fdaddt:2020-06