Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
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
- Newey, Whitney K & Powell, James L & Walker, James R, 1990.
"Semiparametric Estimation of Selection Models: Some Empirical Results,"
American Economic Review, American Economic Association, vol. 80(2), pages 324-328, May.
- Newey, W.K. & Powell, J.L. & Walker, J.R., 1990. "Semiparametric Estimation Of Selection Models: Some Empirical Results," Working papers 9001, Wisconsin Madison - Social Systems.
- Kochar, Anjini, 1997. "An empirical investigation of rationing constraints in rural credit markets in India," Journal of Development Economics, Elsevier, vol. 53(2), pages 339-371, August.
- Keane, Michael & Moffitt, Robert & Runkle, David, 1988. "Real Wages over the Business Cycle: Estimating the Impact of Heterogeneity with Micro Data," Journal of Political Economy, University of Chicago Press, vol. 96(6), pages 1232-1266, December.
- Heckman, James J. & Macurdy, Thomas E., 1986. "Labor econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 32, pages 1917-1977, Elsevier.
- Arabmazar, Abbas & Schmidt, Peter, 1981. "Further evidence on the robustness of the Tobit estimator to heteroskedasticity," Journal of Econometrics, Elsevier, vol. 17(2), pages 253-258, November.
- Blau, David M, 1994. "Labor Force Dynamics of Older Men," Econometrica, Econometric Society, vol. 62(1), pages 117-156, January.
- Cosslett, Stephen R, 1983. "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model," Econometrica, Econometric Society, vol. 51(3), pages 765-782, May.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- Heckman, James J & Walker, James R, 1990. "The Relationship between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data," Econometrica, Econometric Society, vol. 58(6), pages 1411-1441, November.
- Heckman, James J & Willis, Robert J, 1977.
"A Beta-logistic Model for the Analysis of Sequential Labor Force Participation by Married Women,"
Journal of Political Economy, University of Chicago Press, vol. 85(1), pages 27-58, February.
- James J. Heckman & Robert J. Willis, 1975. "A Beta-Logistic Model for the Analysis of Sequential Labor Force Participation by Married Women," NBER Working Papers 0112, National Bureau of Economic Research, Inc.
- Lee, Lung-Fei, 1983. "Generalized Econometric Models with Selectivity," Econometrica, Econometric Society, vol. 51(2), pages 507-512, March.
- Lung-Fei Lee, 1982. "Some Approaches to the Correction of Selectivity Bias," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 355-372.
- Mroz, Thomas A, 1987.
"The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions,"
Econometrica, Econometric Society, vol. 55(4), pages 765-799, July.
- Thomas Mroz, "undated". "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," University of Chicago - Population Research Center 84-8, Chicago - Population Research Center.
- Sanders Korenman & David Neumark, 1991.
"Does Marriage Really Make Men More Productive?,"
Journal of Human Resources, University of Wisconsin Press, vol. 26(2), pages 282-307.
- Sanders Korenman & David Neumark, 1988. "Does marriage really make men more productive?," Finance and Economics Discussion Series 29, Board of Governors of the Federal Reserve System (U.S.).
- Heckman, James J, 1978.
"Dummy Endogenous Variables in a Simultaneous Equation System,"
Econometrica, Econometric Society, vol. 46(4), pages 931-959, July.
- James J. Heckman, 1977. "Dummy Endogenous Variables in a Simultaneous Equation System," NBER Working Papers 0177, National Bureau of Economic Research, Inc.
- Narendranathan, Wiji & Elias, Peter, 1993.
"Influences of Past History on the Incidence of Youth Unemployment: Empirical Findings for the UK,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(2), pages 161-185, May.
- Narendranathan, Wiji & Elias, Peter, 1990. "Influences Of Past History On The Incidence Of Youth Unemployment: Empirical Findings For The U.K," Economic Research Papers 268489, University of Warwick - Department of Economics.
- Narendranathan, W. & Elias, P., 1990. "Influences of Past History on the Incidence of Youth Unemployment: Empirical Finding for the U.K," The Warwick Economics Research Paper Series (TWERPS) 369, University of Warwick, Department of Economics.
- Hurd, Michael, 1979. "Estimation in truncated samples when there is heteroscedasticity," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 247-258.
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Ruud, Paul A., 1986. "Consistent estimation of limited dependent variable models despite misspecification of distribution," Journal of Econometrics, Elsevier, vol. 32(1), pages 157-187, June.
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Arabmazar, Abbas & Schmidt, Peter, 1982. "An Investigation of the Robustness of the Tobit Estimator to Non-Normality," Econometrica, Econometric Society, vol. 50(4), pages 1055-1063, July.
- Paarsch, Harry J., 1984. "A Monte Carlo comparison of estimators for censored regression models," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 197-213.
- Eastwood, Brian J. & Gallant, A. Ronald, 1991. "Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality," Econometric Theory, Cambridge University Press, vol. 7(3), pages 307-340, September.
- Ahn, Hyungtaik & Powell, James L., 1993.
"Semiparametric estimation of censored selection models with a nonparametric selection mechanism,"
Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
- Ahn, H. & Powell, J.L., 1990. "Semiparametric Estimation Of Censored Selection Models With A Nonparametric Selection Mechanism," Working papers 90-33, Wisconsin Madison - Social Systems.
- Gritz, R. Mark, 1993. "The impact of training on the frequency and duration of employment," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 21-51.
- Powell, James L., 1987. "Semiparametric Estimation Of Bivariate Latent Variable Models," SSRI Workshop Series 292689, University of Wisconsin-Madison, Social Systems Research Institute.
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.- Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- James J. Heckman, 2005. "Micro Data, Heterogeneity and the Evaluation of Public Policy Part 2," The American Economist, Sage Publications, vol. 49(1), pages 16-44, March.
- Pigini Claudia, 2015. "Bivariate Non-Normality in the Sample Selection Model," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 123-144, January.
- Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin, 2002. "Finite sample behavior of two step estimators in selection models," Computational Statistics, Springer, vol. 17(1), pages 1-16, March.
- Patrick Puhani, 2000.
"The Heckman Correction for Sample Selection and Its Critique,"
Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 53-68, February.
- Puhani, Patrick A., 1997. "Foul or Fair? The Heckman Correction for Sample Selection and Its Critique. A Short Survey," ZEW Discussion Papers 97-07, ZEW - Leibniz Centre for European Economic Research.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- J. B. Engberg & T. Kim, "undated". "Person or Place? Parametric and semiparametric estimates of intrametropolitan earnings variation," Institute for Research on Poverty Discussion Papers 1089-96, University of Wisconsin Institute for Research on Poverty.
- repec:ehu:biltok:5905 is not listed on IDEAS
- Lanot, Gauthier & Walker, Ian, 1998.
"The union/non-union wage differential: An application of semi-parametric methods,"
Journal of Econometrics, Elsevier, vol. 84(2), pages 327-349, June.
- Lanot, G. & Walker, I., 1993. "The Union/Non-Union Wage Differential: an Application of Semi-Parametric Methods," Papers 9337, Laval - Recherche en Politique Economique.
- Gauthier Lanot & Ian Walker, 1996. "The Union/Non-Union Wage Differential: An Application of Semi-Parametric Methods," Keele Department of Economics Discussion Papers (1995-2001) 96/9, Department of Economics, Keele University.
- Blundell, Richard & Macurdy, Thomas, 1999.
"Labor supply: A review of alternative approaches,"
Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 27, pages 1559-1695,
Elsevier.
- Richard Blundell & Thomas MaCurdy, 1998. "Labour supply: a review of alternative approaches," IFS Working Papers W98/18, Institute for Fiscal Studies.
- Heckman, James J. & Lalonde, Robert J. & Smith, Jeffrey A., 1999. "The economics and econometrics of active labor market programs," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 31, pages 1865-2097, Elsevier.
- Vijverberg, Wim P., 2000.
"Betit: A Family That Nests Probit and Logit,"
IZA Discussion Papers
222, Institute of Labor Economics (IZA).
- Wim P.M. Vijverberg, 2010. "Betit: A Family that Nests Probit and Logit," Working Papers id:2768, eSocialSciences.
- Jacopo Mazza, 2012. "Does Risk Matter? A Semi-parametric Model for Educational Choices in the Presence of Uncertainty," Economics Discussion Paper Series 1225, Economics, The University of Manchester.
- Leung, Siu Fai & Yu, Shihti, 1996.
"On the choice between sample selection and two-part models,"
Journal of Econometrics, Elsevier, vol. 72(1-2), pages 197-229.
- Leung, S.F. & Yu, S., 1992. "On the Choice Between Sample Selection and Two-Part Models," RCER Working Papers 337, University of Rochester - Center for Economic Research (RCER).
- Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics.
- Donald, Stephen G., 1995. "Two-step estimation of heteroskedastic sample selection models," Journal of Econometrics, Elsevier, vol. 65(2), pages 347-380, February.
- Ribar, David C., 2004. "What Do Social Scientists Know About the Benefits of Marriage? A Review of Quantitative Methodologies," IZA Discussion Papers 998, Institute of Labor Economics (IZA).
- repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
- Koen Jochmans, 2013.
"Pairwise‐comparison estimation with non‐parametric controls,"
Econometrics Journal, Royal Economic Society, vol. 16(3), pages 340-372, October.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," SciencePo Working papers Main hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers hal-00973068, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with non-parametric controls," Post-Print hal-03399882, HAL.
- Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," Working Papers hal-00973068, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Siyi Luo, 2023. "Distribution regression with sample selection and UK wage decomposition," CeMMAP working papers 09/23, Institute for Fiscal Studies.
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:econom:v:92:y:1999:i:2:p:233-274. 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/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.