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Original Articles

Robust Misspecification Tests for the Heckman's Two-Step Estimator

Pages 154-172 | Published online: 24 Jan 2011

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Anil K. Bera, Gabriel Montes-Rojas & Walter Sosa-Escudero. (2017) A new robust and most powerful test in the presence of local misspecification. Communications in Statistics - Theory and Methods 46:16, pages 8187-8198.
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Articles from other publishers (7)

Seonho Shin. (2022) To work or not? Wages or subsidies?: Copula-based evidence of subsidized refugees’ negative selection into employment. Empirical Economics 63:4, pages 2209-2252.
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Anil Bera, Gabriel Montes-Rojas, Walter Sosa-Escudero & Javier Alejo. (2021) Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses. The Econometrics Journal 24:1, pages 41-57.
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Elvezio Ronchetti. 2017. Robustness in Econometrics. Robustness in Econometrics 3 21 .
Mikhail Zhelonkin, Marc G. Genton & Elvezio Ronchetti. (2016) Robust Inference in Sample Selection Models. Journal of the Royal Statistical Society Series B: Statistical Methodology 78:4, pages 805-827.
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Michael Pfaffermayr. (2014) A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model. Econometrics 2:4, pages 151-168.
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Shi‐Eun YU, Byung‐Yeon KIM, Woo‐Taek JEON & Seung‐Ho JUNG. (2012) Determinants of Labor Market Participation and Wages of North Korean Female Refugees in South Korea. Asian Economic Policy Review 7:1, pages 113-129.
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Sara A. Wong. (2017) Minimum Wage Impacts on Wages and Hours Worked of Low-Income Workers in Ecuador. SSRN Electronic Journal.
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