This paper considers semiparametric estimation of a sample selection model with endogenous covariates. In contrast to the existing literature, endogenous covariates are explicitly allowed in the main equation of interest as well as in the selection equation. A one-step GMM estimator based on polynomial approximations of unknown functions is proposed. It is shown that the estimator is consistent and ...
In:
AStA Advances in Statistical Analysis
99 (2015), 4, 379-402
| Jörg Schwiebert