The selection model and instrumental variable, local average treatment effect (LATE) framework are widely interpreted as alternative, competing frameworks. This note shows that the assumption of an unobserved index crossing a threshold that defines the selection model is equivalent to the...

This paper derives the asymptotic distribution for a vector of sample autocorrelations of regression residuals from a quite general linear model. The asymptotic distribution forms the basis for a test of the null hypothesis that the regression error follows a moving average of order q...