Two-step estimation of panel data models with censored endogenous variables and selection bias

Journal of Econometrics

Volumn 90, Issue 2, 1999, Pages 239-263

  Vella, Francis ^a   Verbeek, Marno ^b,c  

^a RUTGERS UNIVERSITY   (United States)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c TILBURG UNIVERSITY   (Netherlands)

Author keywords

Conditional maximum likelihood; Endogenous regressors; Panel data; Sample selection; Two step estimation

Indexed keywords

EID: 0038536895     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00043-8     Document Type: Article

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