Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023
investigated under sample selection. The correlation of the unobserved errors is shown not to be sufficient for the inconsistency …. Furthermore, the first-differenced generalized method of moments estimator uncorrected for sample selection as well as the … instrumental variables estimator uncorrected for sample selection are both consistent for autoregressive models even with …