Schafgans, Marcia M; Zinde-Walsh, Victoria - Suntory and Toyota International Centres for Economics … - 2000
We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990) for the intercept of a semiparametrically estimated sample selection model. The estimator is based on 'identification at infinity' which leads to non-standard convergence rate. Andrews and...