%0 Report
        %A D'Haultfoeuille, Xavier
%A Maurel, Arnaud
%A Qiu, Xiaoyun
%A Zhang, Yichong
        %T Estimating Selection Models without Instrument with Stata
        %D 2019
        %8 2019 Jul
        %I Institute of Labor Economics (IZA)
        %C Bonn
        %7 IZA Discussion Paper
        %N 12486
        %U https://www.iza.org/publications/dp12486
        %X 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.
        %K extremal quantile regressions
%K sample selection models
%K eqregsel