000			01502nam a22002417a 4500
003			ZW-GwMSU
005			20240403142139.0
008			240403b |||||||| |||| 00| 0 eng d
040			_aMSU _bEnglish _cMSU _erda
050	0	0	_aHB139.T52 ECO
100	1		_aMaurel Arnaud _eauthor
245	1	0	_aAnother look at the identification at infinity of sample selection models _ccreated by Xavier D’Haultfoeuille and Arnaud Maurel
264	1		_aCambridge: _bCambridge University Press, _c2013
336			_2rdacontent _atext _btxt
337			_2rdamedia _aunmediated _bn
338			_2rdacarrier _avolume _bnc
440			_aEconometric theory _vVolume 29, number 1
520	3		_aIt 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.
650			_aIdentification at infinity _vSample selection model _xRoy model
700	1		_aD'Haultfoeuille Xavier _eco-author
856			_u10.1017/S026646661200028X
942			_2lcc _cJA
999			_c164644 _d164644