A semi-parametric estimator for censored selection models with endogeneity

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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書目詳細資料
Main Authors:	Lee, Myoung-jae, VELLA, Francis
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2006
主題:	Censored model Selection problem Type 3 tobit Panel data Econometrics
在線閱讀:	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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