Another look at the identification at infinity of sample selection models created by Xavier D’Haultfoeuille and Arnaud Maurel

By:

Maurel Arnaud [author]

Contributor(s):

D'Haultfoeuille Xavier [co-author]

Material type: Text

TextSeries: Econometric theory ; Volume 29, number 1Cambridge: Cambridge University Press, 2013Content type:

text

Media type:

unmediated

Carrier type:

volume

Subject(s):

Identification at infinity -- Sample selection model -- Roy model

LOC classification:

HB139.T52 ECO

Online resources:

Click here to access online

Abstract: It is often believed that without instruments, endogenous sample selection models are identified only if a covariate with a large support is available (see, e.g., Chamberlain, 1986, Journal of Econometrics 32, 189–218; Lewbel, 2007, Journal of Econometrics141, 777–806) . We propose a new identification strategy mainly based on the condition that the selection variable becomes independent of the covariates for large values of the outcome. No large support on the covariates is required. Moreover, we prove that this condition is testable. We finally show that our strategy can be applied to the identification of generalized Roy models.

Reviews from LibraryThing.com:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Vol info	Copy number	Status	Notes	Date due	Barcode
Journal Article	Main Library - Special Collections	HB139.T52 ECO (Browse shelf(Opens below))	vol. 29, no. 1 (pages 213-224)	SP17546	Not for loan	For In house Use

Browsing Main Library shelves, Shelving location: - Special Collections Close shelf browser (Hides shelf browser)

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	HB139.T52 ECO Nonparametric cointegrating regression with NNH errors	HB139.T52 ECO The ET interview: professor George Judge	HB139.T52 ECO A nonparametric goodness-of-fit-based test for conditional heteroskedasticity	HB139.T52 ECO Another look at the identification at infinity of sample selection models	HB139.T52 ECO Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors	HB139.T52 ECO Nonparametric additive models for panels of time series	HB139.T52 ECO Quasi-maximum likelihood estimation of semi-strong GARCH models	Next

It is often believed that without instruments, endogenous sample selection models are identified only if a covariate with a large support is available (see, e.g., Chamberlain, 1986, Journal of Econometrics 32, 189–218; Lewbel, 2007, Journal of Econometrics141, 777–806) . We propose a new identification strategy mainly based on the condition that the selection variable becomes independent of the covariates for large values of the outcome. No large support on the covariates is required. Moreover, we prove that this condition is testable. We finally show that our strategy can be applied to the identification of generalized Roy models.

There are no comments on this title.

to post a comment.

here