| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w25823 |
| 来源ID | Working Paper 25823 |
| Estimating Selection Models without Instrument with Stata | |
| Xavier D'; Haultfoeuille; Arnaud Maurel; Xiaoyun Qiu; Yichong Zhang | |
| 发表日期 | 2019-06-03 |
| 出版年 | 2019 |
| 语种 | 英语 |
| 摘要 | This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point estimates of the homogenous linear coefficients, their bootstrap standard errors, as well as the p-value for a specification test. |
| 主题 | Econometrics ; Estimation Methods ; Data Collection ; Labor Economics ; Labor Compensation |
| URL | https://www.nber.org/papers/w25823 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/583560 |
| 推荐引用方式 GB/T 7714 | Xavier D',Haultfoeuille,Arnaud Maurel,et al. Estimating Selection Models without Instrument with Stata. 2019. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w25823.pdf（345KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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