EBuah Universidad Alcala
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This is an insitutional repository for the Universidad de Alacalá, giving access to the publication output of the university. The site interface is in Spanish.
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Testing for sample selection in pseudo panels: theory and Monte Carlo - Mora, Jhon James; Muro, Juan
Sample selection bias is commonly used in economic models based on micro data. Despite the continuous generalization of panel data surveys, most countries still collect microeconomic information on the behavior of economic agents by means of repeated independent and representative cross-sections. This paper discusses a simple testing procedure for sample selection bias in pseudo panels. In the context of conditional mean independence panel data models we describe a pseudo panel model in which under convenient expansion of the original specification with a selectivity bias correction term the method allows us to use a Wald test of H0: as a test...
(835110 bytes; application/pdf) - 09-may-2008
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