Another Look at the Identification at Infinity of Sample Selection Models
AbstractIt is often believed that without instrument, endogenous sample selection models are 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 on the condition that the selection variable becomes independent of the covariates when the outcome, not one of the covariates, tends to infinity. No large support on the covariates is required. Moreover, we prove that this condition is testable. We finally show that our strategy can also be applied to the identification of generalized Roy models.
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Bibliographic InfoPaper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 4334.
Length: 14 pages
Date of creation: Jul 2009
Date of revision:
Publication status: forthcoming in: Econometric Theory, 2011
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Other versions of this item:
- 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.
- Xavier d'Haultfoeuille & Arnaud Maurel, 2010. "Another Look at the Identification at Infinity of Sample Section Models," Working Papers 2010-10, Centre de Recherche en Economie et Statistique.
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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