Another look at the identification at infinity of sample selection models
Publication
, Journal Article
D'Haultfoeuille, X; Maurel, A
Published in: Econometric Theory
2013
It is often believed that without instruments, endogenous sample selection models are identified only if a covariate with a large support is available (see, e.g., Chamberlain, 1986, Journal of Econometrics 32, 189-218; Lewbel, 2007, Journal of Econometrics141, 777-806). 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. © 2012 Cambridge University Press.
Duke Scholars
Published In
Econometric Theory
DOI
ISSN
0266-4666
Publication Date
2013
Volume
29
Issue
1
Start / End Page
213 / 224
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
D’Haultfoeuille, X., & Maurel, A. (2013). Another look at the identification at infinity of sample selection models. Econometric Theory, 29(1), 213–224. https://doi.org/10.1017/S026646661200028X
D’Haultfoeuille, X., and A. Maurel. “Another look at the identification at infinity of sample selection models.” Econometric Theory 29, no. 1 (2013): 213–24. https://doi.org/10.1017/S026646661200028X.
D’Haultfoeuille X, Maurel A. Another look at the identification at infinity of sample selection models. Econometric Theory. 2013;29(1):213–24.
D’Haultfoeuille, X., and A. Maurel. “Another look at the identification at infinity of sample selection models.” Econometric Theory, vol. 29, no. 1, 2013, pp. 213–24. Scival, doi:10.1017/S026646661200028X.
D’Haultfoeuille X, Maurel A. Another look at the identification at infinity of sample selection models. Econometric Theory. 2013;29(1):213–224.
Published In
Econometric Theory
DOI
ISSN
0266-4666
Publication Date
2013
Volume
29
Issue
1
Start / End Page
213 / 224
Related Subject Headings
- Econometrics
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics