Testing exclusion restrictions at infinity in the semiparametric selection model
By: by Bruno Crépon
Series: Discussion paper -- no. 2035; Discussion paper (Forschungsinstitut zur Zukunft der Arbeit : Online) -- no. 2035
Publisher: IZA
Published: 2006
Place of publication: Bonn, Germany
Language: eng
Format: [electronic resource] /
Subjects: Estimation theory; Mathematical statistics
Description: "The control function in the semiparametric selection model is zero at infinity. This paper proposes additional restrictions of the same type and shows how to use them to test assumed exclusion restrictions necessary for root N estimation of the model. The test is based on the estimated control function and its derivative and takes the form of a GMM step that occurs at infinity. Alternative estimation of the parameters are proposed which do not rely on exclusion restrictions, extending available results for the estimation of the intercept at infinity. Simulations are implemented"--Forschungsinstitut zur Zukunft der Arbeit web site.
Notes: Title from PDF file as viewed on 3/27/2006.

Includes bibliographical references.

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