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Autor:innen: 
Erscheinungsjahr: 
2006
Schriftenreihe/Nr.: 
IZA Discussion Papers No. 2035
Verlag: 
Institute for the Study of Labor (IZA), Bonn
Zusammenfassung: 
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.
Schlagwörter: 
policy evaluation
sample selection
exclusion restriction
semi parametric estimation
JEL: 
C14
C31
C34
Dokumentart: 
Working Paper

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