Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/36201 
Erscheinungsjahr: 
2009
Schriftenreihe/Nr.: 
IZA Discussion Papers No. 4334
Verlag: 
Institute for the Study of Labor (IZA), Bonn
Zusammenfassung: 
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.
Schlagwörter: 
Identification at infinity
sample selection model
Roy model
JEL: 
C21
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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