TY  - BOOK
AU  - Maurel Arnaud
AU  - D'Haultfoeuille Xavier
TI  - Another look at the identification at infinity of sample selection models
AV  - HB139.T52 ECO 
PY  - 2013///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Identification at infinity
KW  - Sample selection model
KW  - Roy model
N2  - 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
UR  - 10.1017/S026646661200028X
ER  -