Bayesian inference in a sample selection model
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DOI: 10.1016/j.jeconom.2011.08.003
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Citations
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Cited by:
- Marra, Giampiero & Radice, Rosalba, 2013. "Estimation of a regression spline sample selection model," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 158-173.
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"From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 14-29, January.
- Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher, 2013. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior," Monash Econometrics and Business Statistics Working Papers 5/13, Monash University, Department of Econometrics and Business Statistics.
- Watanabe, Hajime & Maruyama, Takuya, 2024. "A Bayesian sample selection model with a binary outcome for handling residential self-selection in individual car ownership," Journal of choice modelling, Elsevier, vol. 51(C).
- Wiemann, Paul F.V. & Klein, Nadja & Kneib, Thomas, 2022. "Correcting for sample selection bias in Bayesian distributional regression models," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Sizhong Sun, 2023. "Firm heterogeneity, worker training and labor productivity: the role of endogenous self-selection," Journal of Productivity Analysis, Springer, vol. 59(2), pages 121-133, April.
- Ignacio Abásolo & Miguel Negrín & Jaime Pinilla, 2014. "Utilización y tiempos de espera: dos vertientes inseparables del análisis de la equidad en el acceso al sistema sanitario público," Hacienda Pública Española / Review of Public Economics, IEF, vol. 208(1), pages 11-38, March.
- Watanabe, Hajime & Maruyama, Takuya, 2023. "A Bayesian instrumental variable model for multinomial choice with correlated alternatives," Journal of choice modelling, Elsevier, vol. 46(C).
- Zhao, Jun & Kim, Hea-Jung & Kim, Hyoung-Moon, 2020. "New EM-type algorithms for the Heckman selection model," Computational Statistics & Data Analysis, Elsevier, vol. 146(C).
- Rong Zhang & Brett A. Inder & Xibin Zhang, 2012. "Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach," Monash Econometrics and Business Statistics Working Papers 5/12, Monash University, Department of Econometrics and Business Statistics.
- Li, Phillip, 2011.
"Estimation of sample selection models with two selection mechanisms,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1099-1108, February.
- Li, Phillip, 2010. "Estimation of Sample Selection Models With Two Selection Mechanisms," University of California Transportation Center, Working Papers qt0h97w9x2, University of California Transportation Center.
- Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.
- Zhang, Rong & Inder, Brett A. & Zhang, Xibin, 2015. "Bayesian estimation of a discrete response model with double rules of sample selection," Computational Statistics & Data Analysis, Elsevier, vol. 86(C), pages 81-96.
- Ovielt Baltodano L'opez & Roberto Casarin, 2022. "A Dynamic Stochastic Block Model for Multi-Layer Networks," Papers 2209.09354, arXiv.org.
- Timothy J. Halliday & Bhashkar Mazumder & Ashley Wong, 2020.
"The intergenerational transmission of health in the United States: A latent variables analysis,"
Health Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 367-381, March.
- Ashley Wong & Bhashkar Mazumder & Timothy J Halliday, 2019. "The Intergenerational Transmission of Health in the United States: A Latent Variables Analysis," Working Papers 201903, University of Hawaii at Manoa, Department of Economics.
- Halliday, Timothy J. & Mazumder, Bhashkar & Wong, Ashley, 2019. "The Intergenerational Transmission of Health in the United States: A Latent Variables Analysis," IZA Discussion Papers 12740, Institute of Labor Economics (IZA).
- Dogan, Osman & Taspinar, Suleyman, 2016. "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper 82829, University Library of Munich, Germany.
- Ding, Peng, 2014. "Bayesian robust inference of sample selection using selection-t models," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 451-464.
- Rong Zhang & Brett A. Inder & Xibin Zhang, 2013. "Bayesian estimation of a discrete response model with double rules of sample selection," Monash Econometrics and Business Statistics Working Papers 24/13, Monash University, Department of Econometrics and Business Statistics.
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More about this item
Keywords
Sample selection; Gibbs sampling; Mixture distributions; Dirichlet process;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
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