Another Look at the Identification at Infinity of Sample Section Models

Xavier D'Haultfoeuille and Arnaud Maurel

No 2010-10, Working Papers from Center for Research in Economics and Statistics

Abstract: It is often believed that without instrument, endogenous sample selection modelsare identified only if a covariate with a large support is available (see Chamberlain,1986, and Lewbel, 2007). We propose a new identification strategy mainly based onthe condition that the selection variable becomes independent of the covariates whenthe outcome, not one of the covariates, tends to infinity. No large support on thecovariates is required. Moreover, we prove that this condition is testable. We finallyshow that our strategy can be applied to the identification of generalized Roy models.

Date: 2010
New Economics Papers: this item is included in nep-cse and nep-ecm
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Related works:
Journal Article: ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS (2013)
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 Selection Models (2009)
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