Introduction | Heckman's solution | Implementation | Usage | Two replication exercises | Robustness issues | Conclusions

Introduction | Statistical background | Source code | Using systemfit | Replication of textbook results | Summary and outlook | Object returned by systemfit | Computation times | Estimating systems of equations with sem

The Problem | Treatment Effects with Spherical Disturbances | treatReg | Conclusion

Model Specification | Log-Likelihood Function | Restricting coefficients and 2 | Gradients of the CDF of the bivariate standard normal distribution | Gradients of the Log-Likelihood Function | Example with a Generated Dataset | Generate Dataset | Example with the `Smoke' dataset

Introduction | Estimating the AIDS | Consistency with economic theory | Demand elasticities | Prediction of expenditure shares and demanded quantities | Replication exercises | Summary and Conclusions | Explanation of economic terms

Introduction | Censored regression model for cross-sectional data | Censored regression model for panel data | Marginal Effects | Gradients of the log-likelihood function