Klein, Roger; Shen, Chan; Vella, Francis - In: Journal of Econometrics 185 (2015) 1, pp. 82-94
This paper addresses the estimation of a semiparametric sample selection index model where both the selection rule and the outcome variable are binary. Since the marginal effects are often of primary interest and are difficult to recover in a semiparametric setting, we focus on developing an...