A root-N consistent estimator for some fixed-effects panel data sample selection models

被引：1

作者：

Ai, Chunrong ^{[2
]}

Meng, Meixia ^{[1
]}

机构：

[1] Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China

[2] Univ Florida, Dept Econ, Gainesville, FL 32611 USA

来源：

ECONOMICS LETTERS | 2012年 / 116卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Fixed-effects; Panel data; Nonparametric; sample selection;

D O I：

10.1016/j.econlet.2012.04.029

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aim of this note is to present a root-N consistent estimator for the regression coefficients in a fixed-effects panel data sample selection model that has one selection equation and two regression equations. Other than the condition that the error terms satisfy a control function type of restriction and the biases are nonzero in both equations. The proposed procedure does not require parameterizing the selection equation nor does it require estimating the selection equation. Moreover, the proposed procedure only requires a standard IV estimation and hence is easy to implement. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：411 / 413

页数：3

共 7 条

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