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Title:Testing exclusion restrictions at infinity in the semiparametric selection model PDF Logo
Authors:Crépon, Bruno
Issue Date:2006
Series/Report no.:IZA Discussion Papers 2035
Abstract:The control function in the semiparametric selection model is zero at infinity. This paper proposes additional restrictions of the same type and shows how to use them to test assumed exclusion restrictions necessary for root N estimation of the model. The test is based on the estimated control function and its derivative and takes the form of a GMM step that occurs at infinity. Alternative estimation of the parameters are proposed which do not rely on exclusion restrictions, extending available results for the estimation of the intercept at infinity. Simulations are implemented.
Subjects:policy evaluation
sample selection
exclusion restriction
semi parametric estimation
JEL:C14
C31
C34
Document Type:Working Paper
Appears in Collections:IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

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