Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case

DOI10.1016/j.econlet.2018.01.003zbMath1401.62110MaRDI QIDQ1787418

Arthur Lewbel

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp927.pdf

zbMATH Keywords

identification; endogeneity; heteroscedasticity; binary regressors; linear regressions; simultaneous systems

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

Uses Software

• IVREG2H