摘要：In this paper we provide semiparametric estimation strategies for a sample selection model witha binary dependent variable. To the best of our knowledge, this has not been done before. Wepropose a control function approach based on two di.erent identifying assumptions. This givesrise to semiparametric estimators which are extensions of the Klein and Spady (1993), maximumscore (Manski, 1975) and smoothed maximum score (Horowitz, 1992) estimators. We provideMonte Carlo evidence and an empirical example to study the finite sample properties of our esti-mators. Finally, we outline an extension of these estimators to the case of endogenous covariates
