Spatial differencing for sample selection models
Alex Klein () and
Guy Tchuente ()
Studies in Economics from School of Economics, University of Kent
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
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Persistent link: https://EconPapers.repec.org/RePEc:ukc:ukcedp:1701
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