EconBase
← All papers

Nonseparable Sample Selection Models with Censored Selection Rules

Iván Fernández-Val, Aico van Vuuren, Francis Vella

arXiv 26 Jan 2018 · Econometrics · publishedJournal of Econometrics (2021) · 5 citations (OpenAlex)

arXiv:1801.08961 · PDF · DOI · OpenAlex · Extracted main text

Abstract

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 the conditions for the 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.

Citation extraction

0
references
0
in-text mentions
0
distinct cited
0
self-citations
16,485
main-text words

appendix boundary found by appendix_command · 72% of the source is main text. Read the extracted text to check this.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Estimating Nonseparable Selection Models: A Functional Contraction Approach0.51121
2Distribution Regression with Censored Selection$^*$0.51121
3Identification of Treatment Effects under Limited Exogenous Variation0.40511
4Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps0.40511
5Bivariate distribution regression; theory, estimation and an application to intergenerational mobility0.40511