ESTIMATING MODELS WITH SAMPLE SELECTION BIAS - A SURVEY

This paper surveys the available methods for estimating models with sa mple selection bias. I initially examine the fully parameterized model proposed by Heckman (1979) before investigating departures in two dir ections. First, I consider the relaxation of distributional assumption s. In doing so I present the available semi-parametric procedures. Sec ond, I investigate the ability to tackle different selection rules gen erating the selection bias. Finally, I discuss how the estimation proc edures applied in the cross-sectional case can be extended to panel da ta.