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On Intercept Estimation in the Sample Selection Model

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...

Persistent link: https://www.econbiz.de/10005670796

Inflation and the timing of price changes

McMillan, John - In: Metroeconomica : international review of economics 42 (1991) 3, pp. 213-240

Persistent link: https://www.econbiz.de/10001123534

A selective review of Aman Ullah's contributions to econometrics

Bao, Yong; Fan, Yanqin; Su, Liangjun; Zinde-Walsh, Victoria - In: Essays in honor of Aman Ullah, (pp. 3-43). 2016

Persistent link: https://www.econbiz.de/10011529941

Smoothness: bias and efficiency of nonparametric kernel estimators

Kotlyarova, Yulia; Schafgans, Marcia M. A.; … - In: Essays in honor of Aman Ullah, (pp. 561-589). 2016

Persistent link: https://www.econbiz.de/10011530328

Limit theory and inference about conditional distributions

Tuvaandorj, Purevdorj; Zinde-Walsh, Victoria - In: Essays in honor of Peter C. B. Phillips, (pp. 397-423). 2014

Persistent link: https://www.econbiz.de/10010442853

Advances in specification testing

Davidson, Russell; Zinde-Walsh, Victoria - In: The Canadian journal of economics 50 (2017) 5, pp. 1595-1631

Persistent link: https://www.econbiz.de/10012170419

Fractional Brownian motion as a differentiable generalized Gaussian process

Zinde-Walsh, Victoria; Phillips, Peter C. B. - 2003

Persistent link: https://www.econbiz.de/10001735076

On intercept estimation in the sample selection model

Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 1, pp. 40-50

Persistent link: https://www.econbiz.de/10001652605

On intercept estimation in the sample selection model

Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - 2000

Persistent link: https://www.econbiz.de/10001444261

Properties and estimation of asymmetric exponential power distribution

Zhu, Dongming; Zinde-Walsh, Victoria - In: Journal of econometrics 148 (2009) 1, pp. 86-99

Persistent link: https://www.econbiz.de/10003813144