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ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

Published online by Cambridge University Press:  06 March 2002

Marcia M.A. Schafgans  and
Victoria Zinde-Walsh
Marcia M.A. Schafgans
Affiliation:
London School of Economics
Victoria Zinde-Walsh
Affiliation:
McGill University
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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
Information
Econometric Theory , Volume 18 , Issue 1 , February 2002 , pp. 40 - 50
Copyright
© 2002 Cambridge University Press

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