• Corpus ID: 221655463

Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity

@article{Klein2020SpatialDF,
  title={Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity},
  author={Alexander Klein and Guy Tchuente},
  journal={arXiv: Econometrics},
  year={2020}
}
This paper derives identification, estimation, and inference results using spatial differencing in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across space of the unobserved sub-location specific heterogeneities and inverse Mills ratio, key parameters of a sample selection model are identified. The smoothness of the sub-location specific heterogeneities implies a correlation in the outcomes. We assume that the correlation is… 

Tables from this paper

References

SHOWING 1-10 OF 35 REFERENCES
Estimation of a Panel Data Sample Selection Model
The author considers the problem of estimation in a panel data sample selection model, where both the selection and the regression equation of interest contain unobservable individual-specific
Selection Correction in Panel Data Models: An Application to the Estimation of Females' Wage Equations
In recent years a number of panel estimators have been suggested for sample selection models, where both the selection equation and the equation of interest contain individual effects which are
A New Estimator for Panel Data Sample Selection Models
In this paper we are concerned with the estimation of a panel data sample selection model where both the selection and the regression equation contain individual effects allowed to be correlated with
Unobservable Selection and Coefficient Stability: Theory and Evidence
A common approach to evaluating robustness to omitted variable bias is to observe coefficient movements after inclusion of controls. This is informative only if selection on observables is
Market access effect and local tax setting: evidence from French panel data
The main purpose of this article is to assess the existence of an agglomeration rent in the French local tax setting. In order to perform that test, we first describe a simple economic geography
Assessing the Effects of Local Taxation Using Microgeographic Data
We study the impact of local taxation on the location and growth of firms. Our empirical methodology pairs establishments across jurisdictional boundaries to estimate the impact of taxation. Our
Sample selection bias as a specification error
Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification
Identifying Local Tax Mimicking: Administrative Borders and a Policy Reform
This paper exploits an exogenous reform of the local fiscal equalization scheme in the German State of North Rhine-Westphalia (NRW) in 2003 to identify tax mimicking by municipalities in the
...
1
2
3
4
...