Nonparametric Estimation of Sample Selection Models
开发了样本选择模型的非参数估计方法，可用于估计形状和经济量，允许解释变量内生，并给出了澳大利亚年轻女性教育回报的应用。
Sample selection models provide an important way of accounting for economic decisions that combine discrete and continuous choices and of correcting for nonrandom sampling. Nonparametric estimators for these models are developed in this paper. These can be used for estimating shapes and important economic quantities, as in standard nonparametric regression. Endogeneity of regressors of interest is allowed for. Series estimators for these models are developed, which are useful for imposing additivity restrictions that arise from selection corrections. Convergence rates and asymptotic normality results are derived. An application to returns to schooling among Australian young females is given. Copyright 2003, Wiley-Blackwell.