Multiplicative-error models with sample selection

A-Tier
Journal: Journal of Econometrics
Year: 2015
Volume: 184
Issue: 2
Pages: 315-327

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

Abstract

This paper presents a simple approach to deal with sample selection in models with multiplicative errors. Models for non-negative limited dependent variables such as counts fit this framework. The approach builds on a specification of the conditional mean of the outcome only and is, therefore, semiparametric in nature. GMM estimators are constructed for both cross-section data and for panel data. We derive distribution theory and present Monte Carlo evidence on the finite-sample performance of the estimators.

Technical Details

RePEc Handle
repec:eee:econom:v:184:y:2015:i:2:p:315-327
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25