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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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2006
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| 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 |