Für Migranten lohnt sich die Einwanderung nach Deutschland finanziell: Sie verdienen hier im Schnitt doppelt so viel wie in ihrem Heimatland.
This paper considers semiparametric estimation of a sample selection model with endogenous covariates. In contrast to the existing literature, endogenous covariates are explicitly allowed in the main equation of interest as well as in the selection equation. A one-step GMM estimator based on polynomial approximations of unknown functions is proposed. It is shown that the estimator is consistent and ...