Sample selection models without exclusion restrictions: Parameter heterogeneity and partial identification

A-Tier
Journal: Journal of Econometrics
Year: 2024
Volume: 243
Issue: 1

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies semiparametric versions of the classical sample selection model (Heckman, 1976, 1979) without exclusion restrictions. We extend the analysis in Honoré and Hu (2020) by allowing for parameter heterogeneity and derive implications of this model. We also consider models that allow for heteroskedasticity and briefly discuss other extensions. The key ideas are illustrated in a simple wage regression for females. We find that the derived implications of a semiparametric version of Heckman’s classical sample selection model are consistent with the data for women with no college education, but strongly rejected for women with a college degree or more.

Technical Details

RePEc Handle
repec:eee:econom:v:243:y:2024:i:1:s0304407622001932
Journal Field
Econometrics
Author Count
2
Added to Database
2026-02-02