Nonseparable sample selection models with censored selection rules

Ivan Fernández-Val, Aico van Vuuren, Francis Vella*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

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Abstract

We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from integration over ranges of values of the control function. We derive conditions for identification of these different objects and suggest strategies for estimation. Moreover, we provide the associated asymptotic theory. These strategies are illustrated in an empirical investigation of the determinants of female wages in the United Kingdom.

Original languageEnglish
Article number105088
Number of pages28
JournalJournal of Econometrics
Volume240
Issue number2
DOIs
Publication statusPublished - Mar-2024

Keywords

  • Control function
  • Nonseparable models
  • Quantile and distribution regression
  • Sample selection

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