Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables

DOI10.2307/1914142zbMath0427.62089OpenAlexW2002258999MaRDI QIDQ3862934

Lung-fei Lee

Publication date: 1979

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914142

zbMATH Keywords

consistencybinary choice modelsdecision functiontwo-step maximum likelihood procedureswitching regression modelssample separation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (7)

Estimation and inference with censored and ordered multinomial response data ⋮ A note on sequential ML estimates and their asymptotic covariances ⋮ Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data ⋮ Specification error in multinomial logit models. Analysis of the omitted variable bias ⋮ Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census ⋮ Memory effects on binary choices with impulsive agents: Bistability and a new BCB structure ⋮ Bayesian analysis of cross-section and clustered data treatment models

This page was built for publication: Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables