Non-separable models with high-dimensional data

L Su, T Ura, Y Zhang - Journal of Econometrics, 2019 - Elsevier
This paper studies non-separable models with a continuous treatment when the dimension
of the control variables is high and potentially larger than the effective sample size. We …

On semiparametric estimation of the intercept of the sample selection model: a kernel approach

Z Pan - arXiv preprint arXiv:2302.05089, 2023 - arxiv.org
This paper presents a new perspective on the identification at infinity for the intercept of the
sample selection model as identification at the boundary via a transformation of the selection …