Rodríguez Poo, Juan M.; Sainz, Fernández; Isabel, Ana; … - Departamento de Economía Aplicada III (Econometría y … - 1999
The problem of specification errors in sample selection models has received considerable attention both theoretically and empirically. However, very few is known about the finite sample behavior of two step estimators. In this paper we investigate by simulations both bias and finite sample...