@TechReport{iza:izadps:dp12486,
            	author={D'Haultfoeuille, Xavier and Maurel, Arnaud and Qiu, Xiaoyun and Zhang, Yichong},
            	title={Estimating Selection Models without Instrument with Stata},
            	year={2019},
	month={Jul},
            	institution={Institute of Labor Economics (IZA)},
            	address={Bonn},
            	type={IZA Discussion Paper},
            	number={12486},
            	url={https://www.iza.org/publications/dp12486},
	abstract={This article presents the eqregsel command for implementing the estimation and bootstrap inference of sample selection models via extremal quantile regression. The command estimates a semiparametric sample selection model without instrument or large support regressor, and outputs the point estimates of the homogenous linear coefficients, their bootstrap standard errors, as well as the p-value for a specification test.},
	keywords={extremal quantile regressions;sample selection models;eqregsel},
            }