Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/36201 
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dc.contributor.authord'Haultfoeuille, Xavieren
dc.contributor.authorMaurel, Arnauden
dc.date.accessioned2009-11-03-
dc.date.accessioned2010-07-07T12:06:46Z-
dc.date.available2010-07-07T12:06:46Z-
dc.date.issued2009-
dc.identifier.piurn:nbn:de:101:1-20090909317en
dc.identifier.urihttp://hdl.handle.net/10419/36201-
dc.description.abstractIt 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.en
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x4334en
dc.subject.jelC21en
dc.subject.ddc330en
dc.subject.keywordIdentification at infinityen
dc.subject.keywordsample selection modelen
dc.subject.keywordRoy modelen
dc.subject.stwStatistischer Testen
dc.subject.stwStatistisches Auswahlverfahrenen
dc.subject.stwLohnstrukturen
dc.subject.stwLohntheorieen
dc.subject.stwTheorieen
dc.titleAnother look at the identification at infinity of sample selection models-
dc.type|aWorking Paperen
dc.identifier.ppn609426109en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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