Arbeitspapier
Semiparametric Estimation of a Binary Choice Model with Sample Selection
In this paper we provide semiparametric estimation strategies for a sample selection model with a binary dependent variable. To the best of our knowledge, this has not been done before. We propose a control function approach based on two di erent identifying assumptions. This gives rise to semiparametric estimators which are extensions of the Klein and Spady (1993), maximum score (Manski, 1975) and smoothed maximum score (Horowitz, 1992) estimators. We provide Monte Carlo evidence and an empirical example to study the nite sample properties of our estimators. Finally, we outline an extension of these estimators to the case of endogenous covariates.
- Sprache
-
Englisch
- Erschienen in
-
Series: Diskussionsbeitrag ; No. 505
Klassifikation
Wirtschaft
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
Single Equation Models; Single Variables: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
Single Equation Models; Single Variables: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation
Thema
Sample selection model
binary dependent variable
semiparametric estimation
control function approach
endogenous covariates
binary dependent variable
semiparametric estimation
control function approach
endogenous covariates
Ereignis
Geistige Schöpfung
(wer)
Schwiebert, Jörg
Ereignis
Veröffentlichung
(wer)
Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
(wo)
Hannover
(wann)
2012
- Handle
- Letzte Aktualisierung
-
20.09.2024, 08:24 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Schwiebert, Jörg
- Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
Entstanden
- 2012
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