Nonparametric identification and estimation of sample selection models under symmetry

doi:10.1016/j.jeconom.2017.09.004

CORC > 上海财经大学 > 上海财经大学

	Nonparametric identification and estimation of sample selection models under symmetry
	Chen, Songnian 1; Zhou, Yahong 2; Ji, Yuanyuan 2,3
刊名	JOURNAL OF ECONOMETRICS
	2018-02
卷号	202 期号:2 页码:148-160
关键词	Sample selection Nonparametric estimation Symmetry
ISSN号	0304-4076
DOI	10.1016/j.jeconom.2017.09.004
英文摘要	Under a conditional mean restriction Das et al. (2003) considered nonparametric estimation of sample selection models. However, their method can only identify the outcome regression function up to a constant. In this paper we strengthen the conditional mean restriction to a symmetry restriction under which selection biases due to selection on unobservables can be eliminated through proper matching of propensity scores; consequently we are able to identify and obtain consistent estimators for the average treatment effects and the structural regression functions. The results from a simulation study suggest that our estimators perform satisfactorily. (C) 2017 Elsevier B.V. All rights reserved.
WOS研究方向	Business & Economics ; Mathematics ; Mathematical Methods In Social Sciences
语种	英语
出版者	ELSEVIER SCIENCE SA
WOS记录号	WOS:000424725200002
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/704]
专题	上海财经大学
通讯作者	Chen, Songnian
作者单位	1.Hong Kong Univ Sci & Technol, Hong Kong, Peoples R China; 2.Shanghai Univ Finance & Econ, Shanghai, Peoples R China; 3.Shanghai Acad Social Sci, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Chen, Songnian,Zhou, Yahong,Ji, Yuanyuan. Nonparametric identification and estimation of sample selection models under symmetry[J]. JOURNAL OF ECONOMETRICS,2018,202(2):148-160.
APA	Chen, Songnian,Zhou, Yahong,&Ji, Yuanyuan.(2018).Nonparametric identification and estimation of sample selection models under symmetry.JOURNAL OF ECONOMETRICS,202(2),148-160.
MLA	Chen, Songnian,et al."Nonparametric identification and estimation of sample selection models under symmetry".JOURNAL OF ECONOMETRICS 202.2(2018):148-160.