On the instrument functional form with a binary endogenous explanatory variable

DOI10.1016/J.ECONLET.2021.109993MaRDI QIDQ1984492zbMATH OpenOpenAlexFDO

Authors Ruonan Xu

Publication date 16 September 2021

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2021.109993

zbMATH Keywords

F statisticfitted probit probabilityheteroskedasticitytwo-stage least squaresweak instruments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Functional data analysis (62R10)

Recommendations

• Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case
• Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
• Linear model IV estimation when instruments are many or weak
• An instrumental variable random-coefficients model for binary outcomes
• Instrumental variables estimators of nonparametric models with discrete endogenous regressors

Cites work

• Econometric analysis of cross section and panel data.
• Instrumental Variables Regression with Weak Instruments
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Testing under weak identification with conditional moment restrictions

Cited in

(6)

• Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
• Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case
• A practical comparison of the bivariate probit and linear IV estimators
• Instrument Residual Estimator for Any Response Variable with Endogenous Binary Treatment
• An instrumental variable random-coefficients model for binary outcomes
• OLS and IV estimation of regression models including endogenous interaction terms

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