Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
Date
2012
Authors
Zhang, Z.
He, X.
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Journal article
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Economics Letters, 2012; 117(3):753-757
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Zhengyu Zhang and Xiaobo He
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Abstract
Estimating binary choice models with endogeneity is of considerable importance in microeconometrics. The leading control function approach does not apply when the endogenous variable is binary.Wepropose a multi-stage estimation procedure for a heteroscedastic binary choice model with an endogenous dummy under a joint conditional symmetry restriction, which allows us to overcome several drawbacks associated with the existing estimators. © 2012 Elsevier B.V.
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© 2012 Elsevier B.V. All rights reserved.