Another Look at the Identification at Infinity of Sample Section Models
AbstractIt 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.
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Bibliographic InfoPaper provided by Centre de Recherche en Economie et Statistique in its series Working Papers with number 2010-10.
Date of creation: 2010
Date of revision:
Other versions of this item:
- D’Haultfoeuille, Xavier & Maurel, Arnaud, 2013. "Another Look At The Identification At Infinity Of Sample Selection Models," Econometric Theory, Cambridge University Press, vol. 29(01), pages 213-224, February.
- d'Haultfoeuille, Xavier & Maurel, Arnaud, 2009. "Another Look at the Identification at Infinity of Sample Selection Models," IZA Discussion Papers 4334, Institute for the Study of Labor (IZA).
- Arnaud Maurel & Xavier D'Haultfoeuille, 2011. "Another Look at the Identification at Infinity of Sample Selection Models," Working Papers 11-11, Duke University, Department of Economics.
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-19 (All new papers)
- NEP-CSE-2011-03-19 (Economics of Strategic Management)
- NEP-ECM-2011-03-19 (Econometrics)
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