This paper considers the shape invariant modelling approach in semiparametric regression estimation. Nonparametric functions of similar shape are linked by parametric transformations with unknown parameters. A computationally convenient estimation procedure is suggested. √N- consistency of the...

This paper considers the shape invariant modelling approach in semiparametric regression estimation. Nonparametric functions of similar shape are linked by parametric transformations with unknown parameters. A computationally convenient estimation procedure is suggested. √N- consistency of the...

We consider a general sample selection model where unit and item nonresponse simultaneously affect a regression relationship of interest, and both types of nonresponse are potentially correlated. We estimate both parametric and semiparametric specifications of the model. The parametric...

This paper illustrates two techniques for calculating the statistical significance of the marginal effects derived from Heckman's sample selection model,an increasingly common econometric specification in political science. The discussion draws on an analysis by Sweeney (2003) of the incidence...

The sample selection model is based upon a bivariate or a multivariate structure, and distributional assumptions are in this context more severe than in univariate settings, due to the limited availability of tractable multivariate distributions. While the standard FIML estimation of the...

The aim of the paper is to relax distributional assumptions on the error terms, often imposed in parametric sample selection models to estimate causal effects, when plausible exclusion restrictions are not available. Within the principal stratification framework, we approximate the true...