dc.contributor.author | Tauchmann, Harald | de |
dc.date.accessioned | 2011-04-01T04:35:00Z | de |
dc.date.accessioned | 2012-08-30T04:48:51Z | |
dc.date.available | 2012-08-30T04:48:51Z | |
dc.date.issued | 2009 | de |
dc.identifier.uri | http://www.ssoar.info/ssoar/handle/document/24193 | |
dc.description.abstract | This analysis shows that multivariate generalizations to the classical Heckman (1976 and 1979) two-step estimator that account for cross-equation correlation and use the inverse Mills ratio as correction-term are consistent only if certain restrictions apply to the true error-covariance structure. An alternative class of generalizations to the classical Heckman two-step approach is derived that condition on the entire selection pattern rather than selection in particular equations and, therefore, use modified correction-terms. It is shown that this class of estimators is consistent. In addition, Monte-Carlo results illustrate that these estimators display a smaller mean square prediction error. | en |
dc.language | en | de |
dc.title | Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model | en |
dc.description.review | begutachtet (peer reviewed) | de |
dc.description.review | peer reviewed | en |
dc.source.journal | Applied Economics | de |
dc.source.volume | 42 | de |
dc.source.issue | 30 | de |
dc.identifier.urn | urn:nbn:de:0168-ssoar-241938 | de |
dc.date.modified | 2011-04-01T04:35:00Z | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | en |
ssoar.contributor.institution | http://www.peerproject.eu/ | de |
internal.status | -1 | de |
dc.type.stock | article | de |
dc.type.document | journal article | en |
dc.type.document | Zeitschriftenartikel | de |
dc.source.pageinfo | 3895- | |
internal.identifier.journal | 21 | de |
internal.identifier.document | 32 | |
dc.identifier.doi | https://doi.org/10.1080/00036840802360179 | de |
dc.description.pubstatus | Postprint | en |
dc.description.pubstatus | Postprint | de |
internal.identifier.licence | 7 | |
internal.identifier.pubstatus | 2 | |
internal.identifier.review | 1 | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED | |