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Author d'Haultfoeuille, Xavier ♦ Maurel, Arnaud
Source EconStor
Content type Text
Publisher Institute for the Study of Labor (IZA)
File Format PDF
Language English
Subject Domain (in DDC) Social sciences ♦ Economics
Subject Keyword Identification at infinity ♦ sample selection model ♦ Roy model ♦ Statistischer Test ♦ Statistisches Auswahlverfahren ♦ Lohnstruktur ♦ Lohntheorie ♦ Theorie ♦ Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
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 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.
Part of series IZA Discussion Papers x4334
Learning Resource Type Article
Publisher Date 2009-01-01
Publisher Place Bonn
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