Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal
用参数和半参数方法估计葡萄牙已婚女性的工资与参与方程，发现标准参数方法不适用，尤其在低指数值对应的女性群体中差异显著。
Abstract This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators considered are the two‐stage estimators proposed by Newey ( 1991 ) and Andrews and Schafgans ( 1998 ). The selection equation results are compared using the specification tests proposed by Horowitz ( 1993 ), Horowitz and Härdle ( 1994 ), and the wage equation results are compared using a Hausman test. Significant differences between the two approaches indicate the inappropriateness of the standard parametric methods to the estimation of the model and for the purpose of policy simulations. The greater departure seems to occur in the range of the low values of the index corresponding to a specific group of women. Copyright © 2001 John Wiley & Sons, Ltd.