Publications [#352948] of Arnaud Maurel

Journal Articles

1. D’Haultfœuille, X; Maurel, A; Qiu, X; Zhang, Y, Estimating selection models without an instrument with Stata, Stata Journal, vol. 20 no. 2 (June, 2020), pp. 297-308 [doi]
   (last updated on 2024/04/19)

   Abstract:
   In this article, we present the eqregsel command, which estimates and provides bootstrap inference for sample-selection models via extremal quantile regression. eqregsel estimates a semiparametric sample-selection model without an instrument or a large support regressor and outputs the point estimates of the homogeneous linear coefficients, their bootstrap standard errors, and the p-value for a specification test.