The classic recursive bivariate probit model is of particular interest to researchers since it allows for the estimation of the treatment effect that a binary endogenous variable has on a binary outcome in the presence of unobservables. In this article, the authors consider the semiparametric versio
Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection
β Scribed by Chib, Siddhartha; Greenberg, Edward; Jeliazkov, Ivan
- Book ID
- 118031325
- Publisher
- American Statistical Association
- Year
- 2009
- Tongue
- English
- Weight
- 399 KB
- Volume
- 18
- Category
- Article
- ISSN
- 1061-8600
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators considered are the twoβstage estimators proposed by Newey (1991) and Andrews and Schafgans (1998). The selecti
## SUMMARY We consider the estimation of a sample selection model that exhibits spatial autoregressive errors (SAE). Our methodology is motivated by a twoβstep strategy where in the first step we estimate a spatial probit model and in the second step (outcome equation) we include an estimated inver