Estimation of a panel data sample selection model

Econometrica

Volumn 65, Issue 6, 1997, Pages 1335-1364

  Kyriazidou, Ekaterini ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Individual specific effects; Panel data; Sample selection

Indexed keywords

EID: 0001591505     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171739     Document Type: Article

References (35)

1. AHN, H., AND J. L. POWELL (1993): "Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism," Journal of Econometrics, 58, 3-29.
2. AMEMIYA, T. (1985): Advanced Econometrics. Cambridge: Harvard University Press.
3. ANDERSEN, E. (1970): "Asymptotic Properties of Conditional Maximum Likelihood Estimators," Journal of the Royal Statistical Society, Series B, 32, 283-301.
4. BIERENS, H. J. (1987): "Kernel Estimators of Regression Functions," in Advances in Econometrics: Fifth World Congress, Vol. 1, ed. by T. F. Bewley. Cambridge: Cambridge University Press.
5. CAVANAGH, C. L. (1987): "Limiting Behavior of Estimators Defined by Optimization," unpublished manuscript.
6. CHAMBERLAIN, G. (1984): "Panel Data," Handbook of Econometrics, Volume II, edited by Z. Griliches and M. Intriligator. Amsterdam: North-Holland, Ch. 22.
7. _ (1992): "Binary Response Models for Panel Data: Identification and Information," unpublished manuscript. Department of Economics, Harvard University.
8. CHARLIER, E., B. MELENBERG, AND A. H. O. VAN SOEST (1995): "A Smoothed Maximum Score Estimator for the Binary Choice Panel Data Model with an Application to Labour Force Participation," Statistica Nederlandica, 49, 324-342.
9. CHUNG, K. L. (1974): A Course in Probability Theory. New York: Academic Press.
10. GRONAU, R. (1974): "Wage Comparisons - A Selectivity Bias," Journal of Political Economy, 82, 1119-1144.
11. HÄRDLE, W. (1990): Applied Nonparametric Regression. Cambridge: Cambridge University Press.
12. HAUSMAN, J. A., AND D. WISE (1979): "Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment," Econometrica, 47, 455-473.
13. HECKMAN, J. J. (1974): "Shadow Prices, Market Wages, and Labor Supply," Econometrica, 42, 679-694.
14. _ (1976): "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables, and a Simple Estimator for Such Models," Annals of Economic and Social Measurement, 15, 475-492.
15. _ (1979): "Sample Selection Bias as a Specification Error," Econometrica, 47, 153-161.
16. HONORÉ, B. E. (1992): "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects," Econometrica, 60, 533-565.
17. _ (1993): "Orthogonality Conditions for Tobit Models with Fixed Effects and Lagged Dependent Variables," Journal of Econometrics, 59, 35-61.
18. HONORÉ, B. E., AND E. KYRIAZIDOU (1997): "Panel Data Discrete Choice Models with Lagged Dependent Variables," unpublished manuscript.
19. HOROWITZ, J. (1992): "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, 60, 505-531.
20. HSIAO, C. (1986): Analysis of Panel Data. Cambridge: Cambridge University Press.
21. KIM, J., AND D. POLLARD (1990): "Cube Root Asymptotics," Annals of Statistics, 18, 191-219.
22. KYRIAZIDOU, E. (1994): "Estimation of A Panel Data Sample Selection Model," unpublished manuscript, Northwestern University.
23. _ (1997): "Estimation of Dynamics Panel Data Sample Selection Models," unpublished manuscript, University of Chicago.
24. MANSKI, C. (1975): "Maximum Score Estimation of the Stochastic Utility Model of Choice," Journal of Econometrics, 3, 205-228.
25. _ (1985): "Semiparametric Analysis of Discrete Response: Asymptotic Properties of Maximum Score Estimation," Journal of Econometrics, 27, 313-334.
26. _ (1987): "Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data," Econometrica, 55, 357-362.
27. NIJMAN, T., AND M. VERBEEK (1992): "Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function," Journal of Applied Econometrics, 7, 243-257.
28. POWELL, J. L. (1987): "Semiparametric Estimation of Bivariate Latent Variable Models," Working Paper No. 8704, Social Systems Research Institute, University of Wisconsin-Madison.
29. _ (1994): "Estimation of Semiparametric Models," Handbook of Econometrics, Vol. 4, 2444-2521.
30. RASCH, G. (1960): Probabilistic Models for Some Intelligence and Attainment Tests. Copenhagen: Denmarks Paedagogiske Institut.
31. _ (1961): "On General Laws and the Meaning of Measurement in Psychology," Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, Vol. 4. Berkeley and Los Angeles: University of California Press.
32. ROSHOLM, M., AND N. SMITH (1994): "The Danish Gender Wage Gap in the 1980s: A Panel Data Study," Working Paper 94-2, Center for Labour Market and Social Research, University of Aarhus and Aarhus School of Business.
33. SILVERMAN, B. W. (1986): Density Estimation for Statistics and Data Analysis. New York: Chapman and Hall.
34. VERBEEK, M., AND T. NIJMAN (1992): "Testing for Selectivity Bias in Panel Data Models," International Economic Review, 33, 681-703.
35. WOOLDRIDGE, J. M. (1995): "Selection Corrections for Panel Data Models under Conditional Mean Independence Assumptions," Journal of Econometrics, 68, 115-132.