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Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling 

Authors: Esmeralda A. Ramalho a; Joaquim J. S. Ramalho a
Affiliation:   a Department of Economics, University of Eacutevora and CEMAPRE, Portugal
DOI: 10.1080/07474930600972574
Publication Frequency: 6 issues per year
Published in: journal Econometric Reviews, Volume 25, Issue 4 December 2006 , pages 475 - 496
Formats available: HTML (English) : PDF (English)
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Abstract

This paper provides an integrated approach for estimating parametric models from endogenous stratified samples. We discuss several alternative ways of removing the bias of the moment indicators usually employed under random sampling for estimating the parameters of the structural model and the proportion of the strata in the population. Those alternatives give rise to a number of moment-based estimators that are appropriate for both cases where the marginal strata probabilities are known and unknown. The derivation of our estimators is very simple and intuitive and incorporates as particular cases most of the likelihood-based estimators previously suggested by other authors.
Keywords: Bias correction; Endogenous stratified sampling; GMM; Parametric models
JEL Classification: C13
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