摘要：In this paper, we derive a semiparametric estimation procedure for the sample selection modelwhen some covariates are endogenous. Our approach is to augment the main equation of in-terest with a control function which accounts for sample selectivity as well as endogeneity ofcovariates. In contrast to existing methods proposed in the literature, our approach allows thatthe same endogenous covariates may enter the main and the selection equation. We show thatour proposed estimator is √n-consistent and derive its asymptotic distribution. We provideMonte Carlo evidence on the small sample behavior of our estimator and present an empiricalapplication. Finally, we brie.y consider an extension of our model to quantile regression settingsand provide guidelines for estimation
