DS-HECK: double-lasso estimation of Heckman selection model

Book chapter

Open access

Masayuki Hirukawa, Di Liu, Irina Murtazashvili and Artem Prokhorov

Advanced Studies in Theoretical and Applied Econometrics, pp 711-739

27 Mar 2023

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https://doi.org/10.1007/978-3-031-48385-1_25View

Published, Version of Record (VoR) Open

Double lasso

Heckman

Post selection inference

Probit

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Title: DS-HECK: double-lasso estimation of Heckman selection model
Creators: Masayuki Hirukawa - Ryukoku University
Di Liu - StataCorp (United States)
Irina Murtazashvili - Drexel University
Artem Prokhorov (Corresponding Author) - The University of Sydney
Publication Details: Advanced Studies in Theoretical and Applied Econometrics, pp 711-739
Publisher: Springer Nature
Number of pages: 29
Grant note: 19K01595 / Japan Society for the Promotion of Science (http://data.elsevier.com/vocabulary/SciValFunders/501100001691) CAUL
Resource Type: Book chapter
Language: English
Academic Unit: Economics (School of Economics)
Scopus ID: 2-s2.0-85219012719
Other Identifier: 991022202092104721