We gratefully acknowledge funding from ADR UK (Administrative Data Research UK) and the Economic and Social Research Council (Grant No. ES/T013877/1). The work is based on analysis of the research-ready datasets from the Annual Survey of Hours and Earnings (ASHE) (ONS, 2024a), Business Structure...

We develop a distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of the Heckman selection model. It accommodates much richer effects of the covariates on outcome distribution and patterns of heterogeneity in the selection process, and...

We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the control function, and (2) global effects obtained from...

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are investigated under sample selection. The correlation of the...