EconPapers    
Economics at your fingertips  
 

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
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

Related works:
Working Paper: Another Look at the Identification at Infinity of Sample Section Models (2010) Downloads
Working Paper: Another Look at the Identification at Infinity of Sample Selection Models (2009) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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 ().

 
Page updated 2020-08-07
Handle: RePEc:duk:dukeec:11-11