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Sample selection models with a common dummy endogenous regressor in simultaneous equations: A simple two-step estimation

Article ID Journal Published Year Pages File Type
5062358 Economics Letters 2006 7 Pages PDF
Abstract
This note studies sample selection models where a common dummy endogenous regressor appears both in the selection equation and in the censored equation. We interpret this model as an endogenous switching model and develop a simple two step estimation procedure.
Keywords
C34C35Sample selectionTwo-step estimationEndogenous switching
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Sample selection models with a common dummy endogenous regressor in simultaneous equations: A simple two-step estimation
Authors
Kyoo il Kim,
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Journal
Economics Letters
Journal: Economics Letters
Related Categories
C34
C35
Sample selection
Two-step estimation
Endogenous switching
Economics and Econometrics
Economics, Econometrics and Finance (General)
Finance
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