Locally robust semiparametric estimation of sample selection models without exclusion restrictions
无排除限制的样本选择模型局部稳健半参数估计
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with selection but no correlation with the outcome. In this paper, we establish a new identification result for a semiparametric sample selection model without the exclusion restriction. The key identifying assumptions are nonlinearity on the selection…