Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity

DOI10.1002/cjs.10100zbMath1219.62068OpenAlexW1981665692MaRDI QIDQ3087590

Rosalba Radice, Giampiero Marra

Publication date: 16 August 2011

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10100

zbMATH Keywords

binary dataaverage treatment effectpenalized regression splinesimultaneous equation estimationrecursive bivariate probit modelidentification by functional form

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Numerical smoothing, curve fitting (65D10) Applications of statistics to social sciences (62P25)

Related Items

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Uses Software

• R
• VGAM
• gss
• SemiPar
• SemiParBIVProbit
• gamair

Cites Work

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