Two-step series estimation of sample selection models

被引：88
|
作者：
Newey, Whitney K. [1 ]
机构：
[1] MIT, Dept Econ, Cambridge, MA 02142 USA
来源：
ECONOMETRICS JOURNAL | 2009年 / 12卷 / 01期
关键词：
Sample selection models; Semiparametric estimation; Series estimation; Two-step estimation; SEMIPARAMETRIC ESTIMATION; LEAST-SQUARES; EFFICIENCY;
D O I：
10.1111/j.1368-423X.2008.00263.x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Sample selection models are important for correcting the effects of non-random sampling. This paper is about semiparametric estimation using a series approximation to the correction term. Regression spline and power series approximations are considered. Asymptotic normality and consistency of an asymptotic variance estimator are shown.
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页码：S217 / S229
页数：13
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