Parametric and semiparametric estimation of sample selection models: An empirical application to the female labour force in Portugal

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Abstract

This paper applies both parametric and semiparametric methods to the estimation of wage and participation equations for married women in Portugal. The semiparametric estimators considered are the two-stage estimators proposed by Newey (1991) and Andrews and Schafgans (1998). The selection equation results are compared using the specification tests proposed by Horowitz (1993), Horowitz and Härdle (1994), and the wage equation results are compared using a Hausman test. Significant differences between the two approaches indicate the inappropriateness of the standard parametric methods to the estimation of the model and for the purpose of policy simulations. The greater departure seems to occur in the range of the low values of the index corresponding to a specific group of women.

Original languageEnglish
Pages (from-to)23-39
Number of pages17
JournalJournal Of Applied Econometrics
Volume16
Issue number1
DOIs
Publication statusPublished - 1 Jan 2001

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