The MCMC and SML estimation of a self-selection model with two outcomes
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492, National Bureau of Economic Research, Inc.
- Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89.
- Crepon, Bruno & Duguet, Emmanuel, 1997.
"Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity,"
Journal of Econometrics, Elsevier, vol. 79(2), pages 355-378, August.
- Crepon, B. & Duguet, E., 1995. "Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity," Papiers d'Economie Mathématique et Applications 95.08, Université Panthéon-Sorbonne (Paris 1).
- R. Winkelmann, 1998. "Count data models with selectivity," Econometric Reviews, Taylor & Francis Journals, vol. 17(4), pages 339-359.
- William H. Greene, 1997. "FIML Estimation of Sample Selection Models for Count Data," Working Papers 97-02, New York University, Leonard N. Stern School of Business, Department of Economics.
- Murat K. Munkin & Pravin K. Trivedi, 1999. "Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 29-48.
- McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
- Terza, Joseph V., 1998. "Estimating count data models with endogenous switching: Sample selection and endogenous treatment effects," Journal of Econometrics, Elsevier, vol. 84(1), pages 129-154, May.
- Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998.
"Posterior simulation and Bayes factors in panel count data models,"
Journal of Econometrics, Elsevier, vol. 86(1), pages 33-54, June.
- Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996. "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics 9608003, University Library of Munich, Germany, revised 25 Nov 1996.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Munkin, Murat K. & Trivedi, Pravin K., 2003. "Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare," Journal of Econometrics, Elsevier, vol. 114(2), pages 197-220, June.
- James E. Prieger, "undated".
"A Generalized Parametric Selection Model for Non-Normal Data,"
Department of Economics
00-09, California Davis - Department of Economics.
- James E. Prieger, 2003. "A Generalized Parametric Selection Model for Non-Normal Data," Working Papers 9, University of California, Davis, Department of Economics.
- Karol Wyszynski & Giampiero Marra, 2018. "Sample selection models for count data in R," Computational Statistics, Springer, vol. 33(3), pages 1385-1412, September.
- Greene, William, 2007.
"Functional Form and Heterogeneity in Models for Count Data,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 1(2), pages 113-218, August.
- William Greene, 2007. "Functional Form and Heterogeneity in Models for Count Data," Working Papers 07-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Massimiliano Bratti & Alfonso Miranda, 2011.
"Endogenous treatment effects for count data models with endogenous participation or sample selection,"
Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1090-1109, September.
- Massimiliano Bratti & Alfonso Miranda, 2011. "Endogenous treatment effects for count data models with endogenous participation or sample selection," Mexican Stata Users' Group Meetings 2011 05, Stata Users Group.
- Alfonso Miranda & Massimiliano Bratti, 2011. "Endogenous treatment effects for count data models with endogenous participation or sample selection," United Kingdom Stata Users' Group Meetings 2011 10, Stata Users Group.
- William Greene, 2010.
"A stochastic frontier model with correction for sample selection,"
Journal of Productivity Analysis, Springer, vol. 34(1), pages 15-24, August.
- William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics.
- Marra, Giampiero & Wyszynski, Karol, 2016. "Semi-parametric copula sample selection models for count responses," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 110-129.
- William Greene, 2001.
"Fixed and Random Effects in Nonlinear Models,"
Working Papers
01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
- Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
- William Greene, 2009. "Models for count data with endogenous participation," Empirical Economics, Springer, vol. 36(1), pages 133-173, February.
- James E. Prieger, "undated".
"A Generalized Parametric Selection Model for Non-Normal Data,"
Department of Economics
00-09, California Davis - Department of Economics.
- James E. Prieger, 2003. "A Generalized Parametric Selection Model for Non-Normal Data," Working Papers 22, University of California, Davis, Department of Economics.
- repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Massimiliano Bratti & Alfonso Miranda, 2010.
"Non‐pecuniary returns to higher education: the effect on smoking intensity in the UK,"
Health Economics, John Wiley & Sons, Ltd., vol. 19(8), pages 906-920, August.
- Miranda, Alfonso & Bratti, Massimiliano, 2006. "Non-Pecuniary Returns to Higher Education: The Effect on Smoking Intensity in the UK," IZA Discussion Papers 2090, Institute of Labor Economics (IZA).
- Alfonso Miranda & Massimiliano Bratti, 2006. "Non-pecuniary returns to higher education: The effect on smoking intensity in the UK," Keele Economics Research Papers KERP 2006/04, Centre for Economic Research, Keele University.
- Massimiliano Bratti & Alfonso Miranda, 2010.
"Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation,"
DoQSS Working Papers
10-05, Quantitative Social Science - UCL Social Research Institute, University College London, revised 10 Dec 2010.
- Bratti, M. & Miranda, A, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," Health, Econometrics and Data Group (HEDG) Working Papers 10/19, HEDG, c/o Department of Economics, University of York.
- Bratti, Massimiliano & Miranda, Alfonso, 2010. "Endogenous Treatment Effects for Count Data Models with Sample Selection or Endogenous Participation," IZA Discussion Papers 5372, Institute of Labor Economics (IZA).
- Jörgen Hellström & Jonas Nordström, 2008. "A count data model with endogenous household specific censoring: the number of nights to stay," Empirical Economics, Springer, vol. 35(1), pages 179-192, August.
- Robert Stelter, 2016. "Fertility and health insurance types in Germany," LIDAM Discussion Papers IRES 2016021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Jochmans, Koen, 2015.
"Multiplicative-error models with sample selection,"
Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Laurent GOMEZ, 2024. "La mobilité quotidienne des immigrés en France," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 59, pages 79-107.
- Qiaowei Shen & Ping Xiao, 2014. "McDonald's and KFC in China: Competitors or Companions?," Marketing Science, INFORMS, vol. 33(2), pages 287-307, March.
- William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
- Maksym, Obrizan, 2010. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper 28577, University Library of Munich, Germany.
- Bago, Jean-Louis & Ouédraogo, Moussa & Akakpo, Koffi & Lompo, Miaba Louise & Souratié, Wamadini M. & Ouédraogo, Ernest, 2019. "Early Childhood Education and Children Development : Evidence from Ghana," MPRA Paper 95868, University Library of Munich, Germany.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:42:y:2003:i:3:p:403-424. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.