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st: adjusted covariance matrix for Heckman with two selections


From   "MAGRI SILVIA" <SILVIA.MAGRI@bancaditalia.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: adjusted covariance matrix for Heckman with two selections
Date   Thu, 18 May 2006 09:47:07 +0200

Dear all,

 

I am trying to calculate corrected standard errors after an estimation of two-step Heckman model with two corrections for non random selection.

I have found a reference in Tunali 1986 “A general structure for models of double selection …” published in Research in Labor economics by Ehrenberg.

Is there anyone who has been working on this issue?

Thanks in advance

 

Silvia Magri

 

 

 

Research Department

Banca d'Italia

Via Nazionale 91 - Roma

 

e-mail: silvia.magri@bancaditalia.it

phone: 0039 06 4792-4377

 

 

 

 


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