Another Look at the Identification at Infinity of Sample Selection Models

Xavier D'Haultfoeuille and Arnaud Maurel

No 4334, IZA Discussion Papers from Institute of Labor Economics (IZA)

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.

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: 14 pages
Date: 2009-07
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (10)

Published - published in: Econometric Theory, 2013, 29 (1), 213-224

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Related works:
Journal Article: ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS (2013)
Working Paper: Another Look at the Identification at Infinity of Sample Selection Models (2011)
Working Paper: Another Look at the Identification at Infinity of Sample Section Models (2010)
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