{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,5]],"date-time":"2026-09-05T21:16:07Z","timestamp":1788642967034,"version":"build-2803163510"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[1998,8,1]],"date-time":"1998-08-01T00:00:00Z","timestamp":901929600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,8]]},"abstract":"<jats:p>A semiparametric likelihood method is proposed \nfor the estimation of sample selection models. The method \nis a two-step semiparametric scoring estimation procedure \nbased on an index restriction and kernel estimation. Under \nsome regularity conditions, the estimator is square-root \n<jats:italic>n<\/jats:italic>-consistent and asymptotically normal. The estimator \nis also asymptotically efficient in the sense that its \nasymptotic covariance matrix attains the semiparametric \nefficiency bound under the index restriction. For the binary \nchoice sample selection model, it also attains the efficiency \nbound under the independence assumption. This method can be \napplied to the estimation of general sample selection models.<\/jats:p>","DOI":"10.1017\/s026646669814402x","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"423-462","source":"Crossref","is-referenced-by-count":8,"title":["EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION \nMODELS"],"prefix":"10.1017","volume":"14","author":[{"given":"Songnian","family":"Chen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Lung-Fei","family":"Lee","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,8,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S026646669814402X","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,1]],"date-time":"2019-04-01T15:00:56Z","timestamp":1554130856000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S026646669814402X\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1998,8]]}},"alternative-id":["S026646669814402X"],"URL":"https:\/\/doi.org\/10.1017\/s026646669814402x","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,8]]}}}