摘要翻译:
研究了具有删失选择规则的不可分样本选择模型的辨识和估计问题。我们采用控制函数方法,讨论了基于(1)控制函数条件下的局部效应和(2)在控制函数取值范围内积分得到的全局效应的不同感兴趣的对象。我们导出了识别这些不同对象的条件,并提出了估计策略。此外,我们还提供了相关的渐近理论。这些战略在对联合王国妇女工资决定因素的实证调查中得到了说明。
---
英文标题:
《Nonseparable Sample Selection Models with Censored Selection Rules》
---
作者:
Iv\'an Fern\'andez-Val, Aico van Vuuren, and Francis Vella
---
最新提交年份:
2020
---
分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
--
一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
--
---
英文摘要:
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.
---
PDF链接:
https://arxiv.org/pdf/1801.08961


雷达卡



京公网安备 11010802022788号







