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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 illustrates the small sample properties of our estimator. We apply our procedure to the estimation of a female wage offer equation\u00a0in the United States and the results show the relevance of spatial differencing to account for \u2018site-specific\u2019 unobserved effects.<\/jats:p>","DOI":"10.1093\/ectj\/utad025","type":"journal-article","created":{"date-parts":[[2023,11,29]],"date-time":"2023-11-29T05:02:11Z","timestamp":1701234131000},"page":"235-257","source":"Crossref","is-referenced-by-count":1,"title":["Spatial differencing for sample selection models with \u2018site-specific\u2019 unobserved local effects"],"prefix":"10.1093","volume":"27","author":[{"given":"Alexander","family":"Klein","sequence":"first","affiliation":[{"name":"School of Economics, University of Kent , Park Wood Rd, Canterbury CT2 7FS , UK"},{"name":"CEPR"},{"name":"CAGE"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Guy","family":"Tchuente","sequence":"additional","affiliation":[{"name":"Department of Agricultural Economics, Purdue University , NISER, GLO, Krannert Building, 403 Mitch Daniels Blvd, West Lafayette, IN, 47907-2056 , USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2023,11,28]]},"reference":[{"issue":"1","key":"2024062212062757800_bib1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1093\/qje\/qjac038","article-title":"When should you adjust standard errors for clustering?","volume":"138","author":"Abadie","year":"2023","journal-title":"Quarterly Journal of Economics"},{"issue":"1\u20132","key":"2024062212062757800_bib2","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0304-4076(93)90111-H","article-title":"Semiparametric estimation of censored selection models with a nonparametric selection mechanism","volume":"58","author":"Ahn","year":"1993","journal-title":"Journal of Econometrics"},{"issue":"2","key":"2024062212062757800_bib3","doi-asserted-by":"crossref","first-page":"241","DOI":"10.1093\/cesifo\/ify003","article-title":"Spatial differencing: Estimation and inference","volume":"64","author":"Belotti","year":"2018","journal-title":"CESifo Economic Studies"},{"issue":"2","key":"2024062212062757800_bib4","doi-asserted-by":"crossref","first-page":"577","DOI":"10.1162\/003355399556070","article-title":"Do better schools matter? 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