On Intercept Estimation in the Sample Selection Model

Authors
Schafgans, Marcia M. A. Zinde-Walsh, Victoria
Citation
A. Schafgans, Marcia M. et Zinde-walsh, Victoria, On Intercept Estimation in the Sample Selection Model, Econometric theory (Online) , 18(1), 2002, pp. 40-50
Journal title
Econometric theory (Online) → ACNP
ISSN journal
14694360
Volume
18
Issue
1
Year of publication
2002
Pages
40 - 50
Database
ACNP
SICI code
Abstract
We provide a proof of the consistency and asymptotic normality of the estimator suggested by Heckman (1990, "American Economic Review" 80, 313-318) for the intercept of a semiparametrically estimated sample selection model. The estimator is based on "identification at infinity," which leads to nonstandard convergence rate.