Binary outcomes, OLS, 2SLS and IV probit
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Publication:5867573
DOI10.1080/07474938.2022.2072321OpenAlexW3045693243MaRDI QIDQ5867573
Chuhui Li, D. S. Poskitt, Frank A. G. Windmeijer, Xue-yan Zhao
Publication date: 14 September 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2022.2072321
endogeneityinstrumental variablesweak instrumentsbinary outcomestwo-stage least squaresthreshold crossing modellinear probability model
Cites Work
- Consistent estimation of limited dependent variable models despite misspecification of distribution
- Limited information estimators and exogeneity tests for simultaneous probit models
- Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
- Consistent Estimation of Scaled Coefficients
- Inference in limited dependent variable models robust to weak identification
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
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