We discuss estimation of the model Y[sub i] = X[sub i]b[sub y] + e[sub Yi] and T[sub i] =X[sub i]b[sub T] + e[sub Ti] when data on the continuous dependent variable Y and on the independent variables
This study proposes a semiparametric estimation method for a censored regression model subject to nonparametric sample selection without the exclusion restriction. Consistency and asymptotic normality