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Sample selection problems are pervasive when working with micro economic models and datasets of individuals, households or firms. During the last three decades, there have been very significant developments in this area of econometrics. Different type of models have been proposed and used in empirical applications. And new estimation and inference methods, both parametric and semiparametric, have been developed. These notes provide a brief introduction to this large literature.

Item Type: MPRA Paper -

Original Title: Some Notes on Sample Selection Models-

Language: English-

Keywords: Sample selection. Censored regression model. Truncated regression model. Treatment effects. Semiparametric methods.-

Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: GeneralC - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C24 - Truncated and Censored Models ; Switching Regression Models ; Threshold Regression ModelsC - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics-

Autor: Aguirregabiria, Victor


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