无排除限制的样本选择模型:参数异质性和部分识别

IF 9.9 3区 经济学 Q1 ECONOMICS Journal of Econometrics Pub Date : 2024-07-01 DOI:10.1016/j.jeconom.2021.07.017
Bo E. Honoré , Luojia Hu
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引用次数: 0

摘要

本文研究的是经典样本选择模型(Heckman,1976 年,1979 年)的半参数版本,没有排除限制。我们通过允许参数异质性来扩展 Honoré 和 Hu(2020 年)的分析,并推导出该模型的含义。我们还考虑了允许异方差的模型,并简要讨论了其他扩展。我们用一个简单的女性工资回归来说明主要观点。我们发现,赫克曼经典样本选择模型的半参数版本的推导含义与未受过大学教育的女性的数据一致,但对受过大学教育或以上的女性则强烈否定。
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Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification

This paper studies semiparametric versions of the classical sample selection model (Heckman, 1976, 1979) without exclusion restrictions. We extend the analysis in Honoré and Hu (2020) by allowing for parameter heterogeneity and derive implications of this model. We also consider models that allow for heteroskedasticity and briefly discuss other extensions. The key ideas are illustrated in a simple wage regression for females. We find that the derived implications of a semiparametric version of Heckman’s classical sample selection model are consistent with the data for women with no college education, but strongly rejected for women with a college degree or more.

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来源期刊
Journal of Econometrics
Journal of Econometrics 社会科学-数学跨学科应用
CiteScore
8.60
自引率
1.60%
发文量
220
审稿时长
3-8 weeks
期刊介绍: The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal''s interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.
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