ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
证明了Heckman(1990)提出的半参数样本选择模型截距估计量的一致性和渐近正态性，该估计量基于“无穷远识别”方法，收敛速度非标准。
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.