Toshi,
The earliest reference that I've found, if memory serves, is White's
Asymptotic Theory for Econometricians, 1984.
Cheers,
Mark
> Dear all,
>
> In Heckman's selection model, if I use "robust cluster" command with
> full information maximum likelihood method (not Heckman's two step
> procedure),
> which articles should I use as references?
>
> Should I cite Rogers' 1993 article? Do you know any other theoretical
> or empirical papers that I can refer to?
>
> Thank you in advance,
> Toshi Uchida
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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