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A note on the estimation of models with sample-selection biases. (English) Zbl 0800.62769


MSC:

62P20 Applications of statistics to economics
Full Text: DOI

References:

[1] Amemiya, T., Advanced econometrics (1985), Harvard University Press
[2] Heckman, J., The common structure of statistical models of truncation, sample selection bias and limited dependent variables and a simple estimator for such models, Annals of Econometric and Social Measurement, 5, 475-492 (1976)
[3] Heckman, J., Sample selection bias as a specification error, Econometrica, 47, 153-161 (1979) · Zbl 0392.62093
[4] Maddala, G. S., Limited-dependent and qualitative variables in econometrics (1983), Cambridge University Press · Zbl 0527.62098
[5] Mroz, T. A., The sensitivity of an empirical model of married woman’s hours of work to econometric and statistical assumptions, Econometrica, 55, 765-799 (1987)
[6] Paarsch, H. J., A Monte Carlo comparison of estimators for censored regression models, Journal of Econometrics, 24, 197-213 (1984) · Zbl 0527.62100
[7] White, H., A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity, Econometrica, 48, 817-838 (1980) · Zbl 0459.62051
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