ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS

D’Haultfoeuille, Xavier and Arnaud Maurel
Authors registered in the RePEc Author Service: Xavier D'Haultfoeuille

Econometric Theory, 2013, vol. 29, issue 1, 213-224

Abstract: It is often believed that without instruments, endogenous sample selection models are identified only if a covariate with a large support is available (see, e.g., Chamberlain, 1986, Journal of Econometrics 32, 189–218; Lewbel, 2007, Journal of Econometrics141, 777–806) . We propose a new identification strategy mainly based on the condition that the selection variable becomes independent of the covariates for large values of the outcome. No large support on the covariates is required. Moreover, we prove that this condition is testable. We finally show that our strategy can be applied to the identification of generalized Roy models.

Date: 2013
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Citations: View citations in EconPapers (18)

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Related works:
Working Paper: Another Look at the Identification at Infinity of Sample Selection Models (2011)
Working Paper: Another Look at the Identification at Infinity of Sample Section Models (2010)
Working Paper: Another Look at the Identification at Infinity of Sample Selection Models (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:29:y:2013:i:01:p:213-224_00

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