A note on the identification in two equations probit model with dummy endogenous regressor

DOI10.1016/J.ECONLET.2014.10.006MaRDI QIDQ2345249zbMATH OpenOpenAlexWikidataFDO

Authors Ismael Mourifié, Romuald Méango

Publication date 19 May 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://www.economics.utoronto.ca/public/workingPapers/tecipa-503.pdf

zbMATH Keywords

probit modelpartial identificationendogenous dummy regressor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Dummy Endogenous Variables in a Simultaneous Equation System
• Identification of multiple equation probit models with endogenous dummy regressors

Cited in

(6)

• Estimating multiple equation hybrid models with endogenous dummy regressors*
• Identification of multiple equation probit models with endogenous dummy regressors
• A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit
• Identification in a generalization of bivariate probit models with dummy endogenous regressors
• Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors
• The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

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