Hostname: page-component-7c8c6479df-hgkh8 Total loading time: 0 Render date: 2024-03-28T15:01:42.962Z Has data issue: false hasContentIssue false

ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

Published online by Cambridge University Press:  06 March 2002

Marcia M.A. Schafgans
Affiliation:
London School of Economics
Victoria Zinde-Walsh
Affiliation:
McGill University

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.

Type
Research Article
Copyright
© 2002 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)