作者：VERBEEK, M; NIJMAN, T
摘要：We discuss several tests to check for the presence of selectivity bias in estimators based on panel data. One approach to test for selectivity bias is to specify the selection mechanism explicitly and estimate it jointly with the model of interest. Alternatively, one can derive the asymptotically efficient LM test. Both approaches are computationally demanding. In this paper, we propose the use of simple variable addition and (quasi-) Hausman tests for selectivity bias that do not require any ...
作者：DEAN, JM; GANGOPADHYAY, S
作者单位：Indian Statistical Institute; Indian Statistical Institute Kolkata
摘要：We investigate the choice of competing exporters to move simultaneously or sequentially, when a VER has introduced both asymmetry and uncertainty amongst them. A restrained and an unrestrained exporter choose price strategically, under the threat of a VER on the latter. Given the choice, firms adopt a sequential move strategy, but which leads and which follows depends upon the threat of the second VER. The restricted firm thus sells its full quota, even if this threat is low.
