Marginal effects for probit and tobit with endogeneity

DOI10.1093/ECTJ/UTAF010MaRDI QIDQ7237324zbMATH OpenFDO

Authors Kirill Evdokimov, Ilze Kalnina, Andrei Zeleneev

Publication date 30 April 2026

Published in The Econometrics Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/ECTJ/UTAF010

zbMATH Keywords

(average) partial effectscontrol variablecounterfactualserrors-in-variablesinstrumental variable

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Identification in Nonseparable Models
• Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
• IV methods for Tobit models
• Limited information estimators and exogeneity tests for simultaneous probit models
• Local indirect least squares and average marginal effects in nonseparable structural systems
• NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
• On characterizing the gamma and the normal distribution
• Semiparametric Regression
• Stepwise Multiple Testing as Formalized Data Snooping
• Unobserved heterogeneity and estimation of average partial effects

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