An Empirical Investigation of Parametric and Semiparametric Estimation Methods in Sample Selection Models

  1. Fernández Sáinz, Ana
  2. Rodríguez-Poo, Juan M.
Revista:
Revista de métodos cuantitativos para la economía y la empresa

ISSN: 1886-516X

Año de publicación: 2010

Volumen: 10

Páginas: 99-120

Tipo: Artículo

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Otras publicaciones en: Revista de métodos cuantitativos para la economía y la empresa

Resumen

En este trabajo se analizan empíricamente distintas especificaciones de un modelo de selección muestral. Estamos interesados en conocer cómo las estimaciones de los parámetros varían en función de supuestos alternativos sobre la distribución condicional conjunta de los errores de la ecuación de selección, de la forma funcional de la función índice y la heteroscedasticidad. Para el análisis, estimamos una ecuación de salarios para el mercado de trabajo español usado dos enfoques distintos: máxima-verosimilitud y métodos en dos etapas. Para el caso de la estimación en etapas, consideramos tres procedimientos semiparamétricos alternativos para el cómputo del mecanismo de selección. Así, se obtienen tres estimadores en dos etapas de los parámetros de la ecuación de salarios. Comparamos las estimaciones con la obtenidas siguiendo el método de Heckman.

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