ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

B-Tier
Journal: Econometric Theory
Year: 2002
Volume: 18
Issue: 1
Pages: 40-50

Authors (2)

Schafgans, Marcia M.A. (not in RePEc) Zinde-Walsh, Victoria (McGill University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:18:y:2002:i:01:p:40-50_18
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29