A semi-parametric estimator for censored selection models with endogeneity

We propose a semi-parametric least-squares estimator for a censored-selection (type 3 tobit) model under the mean independence of the outcome equation error u from the regressors given the selection indicator and its error term ɛ. This assumption is relatively weak in comparison to alternative estim...

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Bibliographic Details
Main Authors: Lee, Myoung-jae, VELLA, Francis
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2006
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/277
https://ink.library.smu.edu.sg/context/soe_research/article/1276/viewcontent/semi_parametric_estimator_2006.pdf
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Institution: Singapore Management University
Language: English