Arbeitspapier
Spatial differentiation for sample selection models
This paper uses spatial differencing to estimate parameters in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across the space of unobserved site-specific heterogeneity and selection probability, key parameters of a sample selection model are identified. A simple estimation procedure is proposed and the formula for the estimator of the standard error is derived.
- Sprache
-
Englisch
- Erschienen in
-
Series: School of Economics Discussion Papers ; No. 1701
- Klassifikation
-
Wirtschaft
Estimation: General
Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- Thema
-
Sample selection
spatial difference
instrumental variable
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Klein, Alexander
Nguembu, Guy Tchuente
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Kent, School of Economics
- (wo)
-
Canterbury
- (wann)
-
2017
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Klein, Alexander
- Nguembu, Guy Tchuente
- University of Kent, School of Economics
Entstanden
- 2017
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