English
Ciência-IUL
Publicações
Descrição Detalhada da Publicação
Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Título Revista
Econometric Reviews
Ano (publicação definitiva)
2006
Língua
Inglês
País
Estados Unidos da América
Mais Informação
Web of Science®
Scopus
Google Scholar
Abstract/Resumo
This paper provides an integrated approach for estimating parametric models from endogenous stratified samples. We discuss several alternative ways of removing the bias of the moment indicators usually employed under random sampling for estimating the parameters of the structural model and the proportion of the strata in the population. Those alternatives give rise to a number of moment-based estimators that are appropriate for both cases where the marginal strata probabilities are known and unknown. The derivation of our estimators is very simple and intuitive and incorporates as particular cases most of the likelihood-based estimators previously suggested by other authors.
Agradecimentos/Acknowledgements
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Palavras-chave
Bias correction,Endogenous stratified sampling,GMM,Parametric models
Classificação Fields of Science and Technology
- Matemáticas - Ciências Naturais
- Economia e Gestão - Ciências Sociais
- Sociologia - Ciências Sociais
