Nonparametric Estimation of Sample Selection Models

S-Tier
Journal: Review of Economic Studies
Year: 2003
Volume: 70
Issue: 1
Pages: 33-58

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

Sample selection models provide an important way of accounting for economic decisions that combine discrete and continuous choices and of correcting for nonrandom sampling. Nonparametric estimators for these models are developed in this paper. These can be used for estimating shapes and important economic quantities, as in standard nonparametric regression. Endogeneity of regressors of interest is allowed for. Series estimators for these models are developed, which are useful for imposing additivity restrictions that arise from selection corrections. Convergence rates and asymptotic normality results are derived. An application to returns to schooling among Australian young females is given. Copyright 2003, Wiley-Blackwell.

Technical Details

RePEc Handle
repec:oup:restud:v:70:y:2003:i:1:p:33-58
Journal Field
General
Author Count
3
Added to Database
2026-01-25