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Published online by Cambridge University Press:  06 July 2012

Xavier D’Haultfoeuille*
Arnaud Maurel
Duke University
*Address correspondence to Xavier D’Haultfoeuille, CREST, 15 boulevard Gabriel Péri, 92 240 Malakoff, France; e-mail:


It 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.

Copyright © Cambridge University Press 2012 

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We are grateful to Magali Beffy, Edwin Leuven, and Arthur Lewbel for helpful comments. We also thank the editor Yuichi Kitamura and two anonymous referees for their valuable remarks and suggestions.



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