ESTIMATION OF SAMPLE SELECTION BIAS MODELS BY THE MAXIMUM-LIKELIHOOD ESTIMATOR AND HECKMANS 2-STEP ESTIMATOR

被引：74

作者：

NAWATA, K ^{[1
]}

机构：

[1] UNIV WESTERN AUSTRALIA,DEPT ECON,NEDLANDS,WA 6009,AUSTRALIA

来源：

ECONOMICS LETTERS | 1994年 / 45卷 / 01期

关键词：

D O I：

10.1016/0165-1765(94)90053-1

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper, methods of estimating models with sample selection biases are analyzed. Finite sample properties of the maximum likelihood estimator (MLE) and Heckman's two-step estimator are compared using Monte Carlo experiments.

引用

页码：33 / 40

页数：8

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