Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects
存在地点特定不可观测局部效应的样本选择模型：空间差分方法
Summary This paper proposes an estimator which combines spatial differencing with a two-step sample selection estimator. We derive identification, estimation, and inference results from ‘site-specific’ unobserved effects. These effects operate at a spatial scale that cannot be captured by administrative borders. Therefore, we use spatial differencing. We show that under justifiable assumptions, the estimator is consistent and asymptotically normal. A Monte Carlo experiment…