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On intercept estimation in the sample selection model

By Marcia M.A. Schafgans and Victoria Zinde-Walsh

Abstract

We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990, American Economic Review 80, 313–318) for the intercept of a semiparametrically estimated sample selection model. The estimator is based on “identification at infinity,” which leads to nonstandard convergence rate

Topics: H Social Sciences (General)
Publisher: Cambridge University Press
Year: 2002
OAI identifier: oai:eprints.lse.ac.uk:6336
Provided by: LSE Research Online
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