Sample selection models with a common dummy endogenous regressor in simultaneous equations: A simple two-step estimation

被引：6
|
作者：
Kim, Kyoo Il [1 ]
机构：
[1] Univ Calif Los Angeles, Dept Econ, Los Angeles, CA 90095 USA
来源：
ECONOMICS LETTERS | 2006年 / 91卷 / 02期
关键词：
dummy endogenous regressor; sample selection; endogenous switching; two-step estimation;
D O I：
10.1016/j.econlet.2005.12.003
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This note studies sample selection models where a common dummy endogenous regressor appears both in the selection equation and in the censored equation. We interpret this model as an endogenous switching model and develop a simple two step estimation procedure. (c) 2005 Elsevier B.V. All rights reserved.
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页码：280 / 286
页数：7
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