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Ramalho, E. A. & Ramalho, J. J. S. (2006). Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling. Econometric Reviews. 25 (4), 475-496
Export Reference (IEEE) 
E. A. Ramalho and J. J. Ramalho,  "Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling", in Econometric Reviews, vol. 25, no. 4, pp. 475-496, 2006
Export BibTeX 
@article{ramalho2006_1765575951128,
	author = "Ramalho, E. A. and Ramalho, J. J. S.",
	title = "Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling",
	journal = "Econometric Reviews",
	year = "2006",
	volume = "25",
	number = "4",
	doi = "10.1080/07474930600972574",
	pages = "475-496",
	url = "http://www.tandfonline.com/doi/abs/10.1080/07474930600972574"
}
Export RIS 
TY  - JOUR
TI  - Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
T2  - Econometric Reviews
VL  - 25
IS  - 4
AU  - Ramalho, E. A.
AU  - Ramalho, J. J. S.
PY  - 2006
SP  - 475-496
SN  - 0747-4938
DO  - 10.1080/07474930600972574
UR  - http://www.tandfonline.com/doi/abs/10.1080/07474930600972574
AB  - 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.
ER  -