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Estimating selection models without instrument with stata

Xavier D’Haultfoeuille (CREST-ENSAE), Arnaud Maurel (Duke University, NBER and IZA), Xiaoyun Qiu (Northwestern University), Yichong Zhang (Singapore Management University) ; IZA Institute of Labor Economics

This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point estimates...

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Bibliographic details
Volume: no. 12486
Main Author: D'Haultfœuille, Xavier
Maurel, Arnaud
Qiu, Xiaoyun
Zhang, Yichong
Format: eBook
Language: English
Related: Forschungsinstitut zur Zukunft der Arbeit ¬[Herausgebendes Organ]
Ort : Verlag : ErscheinungsdatumBonn, Germany : IZA Institute of Labor Economics : July 2019
Erscheinungsort: (Ort)Bonn
Extent: 1 Online-Ressource (14 Seiten)
Umfang: (Dateityp; Kodierungsformat)Textdatei; PDF
Series: Discussion paper series / IZA Institute of Labor Economics ; no. 12486
Links: Fulltext
HBZ-ID: HT020144493 » further libraries in North Rhine-Westphalia
Database: ULB Bonn