This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the endogeneity/selection bias to include as additional...

We analyze the sources of changes in the distribution of hourly wages in the United States using CPS data for the survey years 1976 to 2016. We account for the selection bias from the employment decision by modeling the distribution of annual hours of work and estimating a nonseparable model of...

We employ CPS data to analyze the sources of hourly real wage changes in the United States for 1976 to 2016 at various quantiles of the wage distribution. We account for the selection bias from the annual hours of work decision by developing and implementing an estimator for nonseparable...