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ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

  • Marcia M.A. Schafgans (a1) and Victoria Zinde-Walsh (a2)
    • Published online: 01 February 2002
Abstract

We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990, American Economic Review 80, 313–318) for the intercept of a semiparametrically estimated sample selection model. The estimator is based on “identification at infinity,” which leads to nonstandard convergence rate.

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Corresponding author
Address correspondence to: Marcia Schafgans, Department of Economics, London School of Economics, London WC2A 2AE, UK; e-mail: m.schafgans@lse.ac.uk.
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Econometric Theory
  • ISSN: 0266-4666
  • EISSN: 1469-4360
  • URL: /core/journals/econometric-theory
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