ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS VARIABLES

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Dummy Endogenous Variables in Nonseparable Models

This paper considers the nonparametric identification and estimation of the average effect of a dummy endogenous variable in nonseparable models. The analysis includes the case of a dummy endogenous variable in a discrete choice model as a special case. This paper establishes conditions under which it is possible to identify and consistently estimate the average effect of the dummy endogenous v...

متن کامل

Identification and Estimation in Discrete Choice Demand Models when Endogenous Variables Interact with the Error

We develop an estimator for the parameters of a utility function that has interactions between the unobserved demand error and observed factors including price. We show that the Berry (1994)/Berry, Levinsohn, and Pakes (1995) inversion and contraction can still be used to recover the mean utility term that now contains both the demand error and the interactions with the error. However, the inst...

متن کامل

Simple Estimators for Binary Choice Models With Endogenous Regressors

This paper provides two main contributions to binary choice models with endogenous regressors. First, we propose some variants of special regressor based estimators that are numerically trivial to implement. These estimators provide consistent estimates of binary choice model coef cients when regressors (either discretely or continuously distributed) are endogenous, and when the latent errors h...

متن کامل

A Simple Estimator for Binary Choice Models With Endogenous Regressors

This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors, or with panel fixed effects. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the estimators proposed here can be used with limited, censored, continuous, or discrete endogenous regr...

متن کامل

Estimation of dynamic linear models in short panels with ordinal observation of the endogenous variables

We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations, where the dependent variables are only partially observed through ordinal scales. We argue that this latent autoregression (LAR) model is often more appropriate than the usual state-dependence (SD) probit model for attitudinal and interval variables. We propose a score test for assisting in the ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Econometric Theory

سال: 2013

ISSN: 0266-4666,1469-4360

DOI: 10.1017/s0266466612000436