TY  - RPRT
        AU  - Crépon, Bruno
        TI  - Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model
        PY  - 2006/Mar/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 2035
        UR  - https://www.iza.org/index.php/publications/dp2035
        AB  - 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.
        KW  - policy evaluation
KW  - sample selection
KW  - exclusion restriction
KW  - semi parametric estimation
        ER  -