Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/202832 
Year of Publication: 
2019
Series/Report no.: 
IZA Discussion Papers No. 12486
Publisher: 
Institute of Labor Economics (IZA), Bonn
Abstract: 
This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point estimates of the homogenous linear coefficients, their bootstrap standard errors, as well as the p-value for a specification test.
Subjects: 
extremal quantile regressions
sample selection models
eqregsel
JEL: 
C21
C24
C87
J31
Document Type: 
Working Paper

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