TY  - RPRT
        AU  - D'Haultfoeuille, Xavier
AU  - Maurel, Arnaud
AU  - Qiu, Xiaoyun
AU  - Zhang, Yichong
        TI  - Estimating Selection Models without Instrument with Stata
        PY  - 2019/Jul/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 12486
        UR  - https://www.iza.org/publications/dp12486
        AB  - 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.
        KW  - extremal quantile regressions
KW  - sample selection models
KW  - eqregsel
        ER  -