On intercept estimation in the sample selection model

; and Zinde-Walsh, Victoria (2002) On intercept estimation in the sample selection model. Econometric Theory, 18 (1). pp. 40-50. ISSN 1469-4360

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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.

Item Type	Article
Departments	Economics
Date Deposited	02 Jul 2008 14:09
URI	https://researchonline.lse.ac.uk/id/eprint/6336

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Schafgans, Marcia M.A.
Zinde-Walsh, Victoria

H Social Sciences (General)

http://www.lse.ac.uk/economics/people/faculty/marcia-schafgans.aspx (Author)
http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=92727&fulltextType=RA&fileId=S0266466602181035 (Publisher)

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