![]() Secondly, the approach requires neither linearity of the regression function nor full parametric specification of the model. First, econometric applications involving endogenous switching abound. The approach should be appealing to applied researchers for three reasons. ,, ) to a broad class of nonlinear regression models involving endogenous switching and its two most common incarnations, endogenous sample selection and endogenous treatment effects. Sample selection bias as a specification error. Dummy endogenous variables in a simultaneous equation system. Annals of Economic and Social Measurement 5 : 475 – 492. The common structure of statistical models of truncation sample selection and limited dependent variables and a simple estimator for such models. Shadow prices, market wages, and labor supply. ,, ) for the linear context, a generic and unifying framework is developed that affords a simple extension of the classical method of Heckman ( 1974 A least squares correction for selectivity bias. Based on the insightful work of Olsen ( 1980
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