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摘要翻译：
本文利用空间差分对具有未观测异质性的样本选择模型进行了辨识、估计和推断。我们证明了在未观测子位置特定非均匀性和Mills比反向平滑变化的假设下，辨识了样本选择模型的关键参数。子位置特定异质性的平滑性意味着结果的相关性。我们假设相关性被限制在一个位置或簇内，并得到了渐近结果，表明随着独立簇数的增加，估计量是相合的和渐近正态的。我们还提出了一个标准误差估计公式。一个Monte-Carlo实验说明了我们的估计量的小样本性质。应用我们的程序估计芬兰市政税税率的决定因素表明了考虑未观察到的异质性的重要性。
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英文标题：
《Spatial Differencing for Sample Selection Models with Unobserved
Heterogeneity》
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作者：
Alexander Klein and Guy Tchuente
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最新提交年份：
2020
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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。
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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
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英文摘要：
This paper derives identification, estimation, and inference results using spatial differencing in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across space of the unobserved sub-location specific heterogeneities and inverse Mills ratio, key parameters of a sample selection model are identified. The smoothness of the sub-location specific heterogeneities implies a correlation in the outcomes. We assume that the correlation is restricted within a location or cluster and derive asymptotic results showing that as the number of independent clusters increases, the estimators are consistent and asymptotically normal. We also propose a formula for standard error estimation. A Monte-Carlo experiment illustrates the small sample properties of our estimator. The application of our procedure to estimate the determinants of the municipality tax rate in Finland shows the importance of accounting for unobserved heterogeneity.
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PDF链接：
https://arxiv.org/pdf/2009.06570
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