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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Main Authors: | D’Haultfœuille, Xavier, MAUREL, Arnaud, QIU, Xiaoyun, ZHANG, Yichong |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2020
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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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