Identification and estimation in a correlated random coefficients binary response model

DOI10.1016/j.jeconom.2015.03.044zbMath1337.62055OpenAlexW2153645528MaRDI QIDQ2354859

Stefan Hoderlein, Robert P. Sherman

Publication date: 27 July 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://fmwww.bc.edu/EC-P/wp837.pdf

zbMATH Keywords

instrumental variablescontrol variablesconditional median restrictionscorrelated random coefficients binary response modellocalize-then-average strategy

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (7)

A family of block-wise one-factor distributions for modeling high-dimensional binary data ⋮ The triangular model with random coefficients ⋮ IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL ⋮ Some identification results in a correlated random coefficients sample selection model ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Specification testing in random coefficient models ⋮ Identification and estimation in a linear correlated random coefficients model with censoring

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