Another Look at the Identification at Infinity of Sample Selection Models
Arnaud Maurel () and
No 11-11, Working Papers from Duke University, Department of Economics
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)
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1881049 main text
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:duk:dukeec:11-11
Access Statistics for this paper
More papers in Working Papers from Duke University, Department of Economics Department of Economics Duke University 213 Social Sciences Building Box 90097 Durham, NC 27708-0097.
Bibliographic data for series maintained by Department of Economics Webmaster ().