A semi-parametric estimator for censored selection models with endogeneity

• المؤلفون الرئيسيون: Lee, Myoung-jae, VELLA, Francis
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2006
• الموضوعات: Censored model; Selection problem; Type 3 tobit; Panel data; Econometrics
• الوصول للمادة أونلاين: 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
• المؤسسة: Singapore Management University

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...