Scandinavian Working Papers in Economics
Working Papers in Economics,
University of Gothenburg, Department of Economics
No 716: Nonseparable Sample Selection Models with Censored Selection Rules
Ivan Fernandez-Val, Aico van Vuuren () and Francis Vella
Additional contact information
Ivan Fernandez-Val: Boston University
Aico van Vuuren: Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: P.O.Box 640, SE 40530 GÖTEBORG, Sweden
Francis Vella: Georgetown University
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 provide conditions under which these objects are appropriate for the total population. We also present results regarding the estimation of counterfactual distributions. We derive conditions for identification for these different objects and suggest strategies for estimation. We also provide the associated asymptotic theory.These strategies are illustrated in an empirical investigation of the determinants of female wages and wage growth in the United Kingdom.
Keywords: Sample selection; nonseparable models; control function; quantile and distribution regression
51 pages, January 2018
Full text files
54985 HTML file Full text
Questions (including download problems) about the papers in this series should be directed to Jessica Oscarsson ()
Report other problems with accessing this service to Sune Karlsson ().
RePEc:hhs:gunwpe:0716This page generated on 2024-11-14 18:33:28.