Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification

Bo E. Honoré and Luojia Hu

Journal of Econometrics, 2024, vol. 243, issue 1

Abstract: This paper studies semiparametric versions of the classical sample selection model (Heckman, 1976, 1979) without exclusion restrictions. We extend the analysis in Honoré and Hu (2020) by allowing for parameter heterogeneity and derive implications of this model. We also consider models that allow for heteroskedasticity and briefly discuss other extensions. The key ideas are illustrated in a simple wage regression for females. We find that the derived implications of a semiparametric version of Heckman’s classical sample selection model are consistent with the data for women with no college education, but strongly rejected for women with a college degree or more.

Keywords: Selection; Heterogeneity; Heteroskedasticity; Exclusion Restrictions; Identification (search for similar items in EconPapers)
JEL-codes: C01 C14 C21 C24 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Working Paper: Sample Selection Models Without Exclusion Restrictions: Parameter Heterogeneity and Partial Identification (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:243:y:2024:i:1:s0304407622001932

DOI: 10.1016/j.jeconom.2021.07.017

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