A heckman selection-t model

Journal of the American Statistical Association

Volumn 107, Issue 497, 2012, Pages 304-317

  Marchenko, Yulia V ^a   Genton, Marc G ^b  

^a StataCorp LP   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Heavy tails; Heckman model; Missing not at random; Sample selection; Selection normal; Selection t; Skew normal; Skew t; Two step

Indexed keywords

EID: 84862886113     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1080/01621459.2012.656011     Document Type: Article

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