摘要:We provide a semiparametric copula approach for estimating a "classical" sample selectionmodel. We impose that the joint distribution function of unobservables can be characterizedby a specific copula, but the marginal distribution functions are estimated semiparametrically.In contrast to existing semiparametric estimators for sample selection models, our approachprovides a measure of dependence between unobservables in main and selection equation whichcan be used to analyze the composition of, say, the female workforce. We apply our estimationprocedure to a female labor supply data set and show that those women with the best skills par-ticipate in the labor market; moreover, we find evidence for the existence of an ability thresholdwhich involves that women with high ability are to some extent advantaged and, therefore, havealso obtained the best skills
关键词:Sample selection model; semiparametric estimation; copula approach; composi-;tion of the female workforce; female labor force participation