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Spatial differencing for sample selection models

Alex Klein () and Guy Tchuente ()

Studies in Economics from School of Economics, University of Kent

Abstract: This paper uses spatial differencing to estimate parameters in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across the space of unobserved site-specific heterogeneity and selection probability, key parameters of a sample selection model are identified. A simple estimation procedure is proposed and the formula for the estimator of the standard error is derived.

Keywords: Sample selection; spatial difference; instrumental variable (search for similar items in EconPapers)
JEL-codes: C13 C31 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ore
Date: 2017-01
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