Robust Misspecification Tests for the Heckman's Two-Step Estimator
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DOI: 10.1080/07474938.2011.534035
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- Montes-Rojas, G., 2008. "Robust misspecification tests for the Heckman’s two-step estimator," Working Papers 08/01, Department of Economics, City University London.
References listed on IDEAS
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- Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
- 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.
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- Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
- Seonho Shin, 2022. "To work or not? Wages or subsidies?: Copula-based evidence of subsidized refugees’ negative selection into employment," Empirical Economics, Springer, vol. 63(4), pages 2209-2252, October.
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Keywords
Heckman's two-step; LM tests; Neyman's C(α) tests;All these keywords.
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