Identification in multivariate partial observability probit
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Summary: The author considered a bivariate probit model 1980, see [Partial observability in bivariate probit models, J. Econom. 12, 209-217 (1980; Zbl 0439.62079)], in which the binary dependent variables y\(^1\) and y\(^2\) of a bivariate probit model were not observed individually, but the product \(z = y^1 \times y^2\) was observed. This paper expands this notion of partial observability to multivariate settings.
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