具有删减选择规则的不可分割样本选择模型

IF 9.9 3区经济学 Q1 ECONOMICS

Journal of Econometrics Pub Date : 2024-03-01 DOI:10.1016/j.jeconom.2021.01.009

Ivan Fernández-Val , Aico van Vuuren , Francis Vella

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引用次数: 0

摘要

我们考虑了具有删减选择规则的不可分割样本选择模型的识别和估计。我们采用了控制函数方法，并讨论了基于（1）控制函数条件下的局部效应和（2）控制函数值范围内积分得到的全局效应的不同关注对象。我们推导了识别这些不同对象的条件，并提出了估算策略。此外，我们还提供了相关的渐近理论。我们通过对英国女性工资决定因素的实证调查来说明这些策略。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Nonseparable sample selection models with censored selection rules

We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from integration over ranges of values of the control function. We derive conditions for identification of these different objects and suggest strategies for estimation. Moreover, we provide the associated asymptotic theory. These strategies are illustrated in an empirical investigation of the determinants of female wages in the United Kingdom.

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来源期刊

Journal of Econometrics 社会科学-数学跨学科应用

CiteScore

8.60

自引率

1.60%

发文量

220

审稿时长

3-8 weeks

期刊介绍： The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.