Research projects

Project CEMAPRE internal

TitleSemiparametric estimation in sample selection models for quarterly data
ParticipantsMontezuma Dumangane, Delger Enkhbayar, Nicoletta Rosati (Principal Investigator)
SummaryThe estimation of quarterly models, which has gained increasing interest in many areas of
has often to deal with deficiencies of the data, many times due to non-random selection of the
samples. In fact, because of the higher frequency of the data, in order to reduce the sample size,
the units under observation are usually selected according to specific mechanisms, which often lead
to nonrandom samples.
This project aims at studying a type of sample selection models where the selection mechanism is
known, but outlines a procedure which can easily be adapted to other cases.