Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/175512
Authors: 
Klein, Alexander
Nguembu, Guy Tchuente
Year of Publication: 
2017
Series/Report no.: 
School of Economics Discussion Papers 1701
Abstract: 
This paper uses spatial differencing to estimate parameters in sample selection models with unobserved heterogeneity. We show that under the assumption of smooth changes across the space of unobserved site-specific heterogeneity and selection probability, key parameters of a sample selection model are identified. A simple estimation procedure is proposed and the formula for the estimator of the standard error is derived.
Subjects: 
Sample selection
spatial difference
instrumental variable
JEL: 
C13
C31
Document Type: 
Working Paper
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