arXiv 10 Feb 2023 · Econometrics
arXiv:2302.05089 · PDF · DOI · OpenAlex · Extracted main text
This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations of estimation at infinity to kernel regression estimation at the boundary and further to local linear estimation at the boundary. The proposed kernel-type estimators with an estimated transformation are proven to be nonparametric-rate consistent and asymptotically normal under mild regularity conditions. A fully data-driven method of selecting the optimal bandwidths for the estimators is developed. The Monte Carlo simulation shows the desirable finite sample properties of the proposed estimators and bandwidth selection procedures.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Andrews, D. W. and M. M. Schafgans (1998) Semiparametric estimation of the intercept of a sample selection model | 1.000 | 17 | 4 | 100% |
| 2 | Heckman, J (1990) Varieties of selection bias | 1.000 | 13 | 3 | 100% |
| 3 | Heckman, J (1979) Sample specification bias as a selection error | 0.874 | 8 | 2 | 100% |
| 4 | Schafgans, M. M. and V. Zinde-Walsh (2002) On intercept estimation in the sample selection model | 0.843 | 4 | 4 | 75% |
| 5 | Powell, J. L., J. H. Stock, and T. M. Stoker (1989) Semiparametric estimation of index coefficients | 0.737 | 4 | 3 | 50% |
| 6 | Imbens, G. and K. Kalyanaraman (2012) Optimal bandwidth choice for the regression discontinuity estimator | 0.737 | 3 | 2 | 100% |
| schafgans2004finite | unmatched citation key schafgans2004finite | 0.737 | 3 | 2 | 100% |
| 8 | Chen, S. and Y. Zhou (2010) Semiparametric and nonparametric estimation of sample selection models under symmetry | 0.585 | 3 | 1 | 100% |
| 9 | Gallant, A. R. and D. W. Nychka (1987) Semi-nonparametric maximum likelihood estimation | 0.585 | 3 | 1 | 100% |
| 10 | Lewbel, A (2007) Endogenous selection or treatment model estimation | 0.585 | 3 | 1 | 100% |
Showing the top 10 of 37 scored citations. 1 of these could not be matched to a bibliography entry, so only the citation key is shown.