Another Look at the Identification at Infinity of Sample Selection Models

Arnaud Maurel and Xavier D'Haultfoeuille

No 11-11, Working Papers from Duke University, Department of Economics

Abstract: It is often believed that without instrument, endogenous sample selection models are identified only if a covariate with a large support is available (see, e.g., Chamberlain, 1986, and Lewbel, 2007). 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.

Keywords: Identification at infinity; sample selection model; Roy model (search for similar items in EconPapers)
JEL-codes: C21 (search for similar items in EconPapers)
Pages: 15
Date: 2011
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Citations: View citations in EconPapers (7)

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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 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:duk:dukeec:11-11

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