请参考 http://myweb.fsu.edu/asemykina/ 的 Estimating Panel Data Models in the Presence of Endogeneity and Selection (with Jeffrey M. Wooldridge), Journal of Econometrics 157, August 2010, pp. 375-380.
An extended, working paper version pdf.
Stata do-files that were used to implement the estimators: parametric, semiparametric.