Estimating selection models without instrument with Stata

Estimating selection models without instrument with Stata

This article presents the eqregsel command for implementing the estimationand bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model withoutinstrument or large support regressor, and outputs the point estimates o...

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Bibliographic Details
Main Authors: D’Haultfœuille, Xavier, MAUREL, Arnaud, QIU, Xiaoyun, ZHANG, Yichong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
eqregsel
sample selection models
extremal quantile regressions
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2279
https://ink.library.smu.edu.sg/context/soe_research/article/3278/viewcontent/Estimating_selection_models_Stata_sv0519.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/2279
https://ink.library.smu.edu.sg/context/soe_research/article/3278/viewcontent/Estimating_selection_models_Stata_sv0519.pdf

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