Identification in a generalization of bivariate probit models with dummy endogenous regressors

DOI10.1016/J.JECONOM.2017.04.001zbMATH Open1452.62916OpenAlexW2607814309MaRDI QIDQ2397724FDOQ2397724

Sukjin Han, Edward J. Vytlacil

Publication date: 23 May 2017

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.04.001

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• Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor

zbMATH Keywords

copulaidentificationexclusion restrictionbinary responsebivariate probit modeldummy endogenous regressorstriangular threshold crossing model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• An introduction to copulas. Properties and applications
• Title not available (Why is that?)
• Identification in Parametric Models
• Generalized Econometric Models with Selectivity
• Sample Selection Bias as a Specification Error
• GMM with Weak Identification
• An IV Model of Quantile Treatment Effects
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Efficient Estimation of Semiparametric Multivariate Copula Models
• Copula modeling: An introduction for practitioners
• Identification of Binary Response Models
• Semiparametric bounds on treatment effects
• The Jacobian matrix and global univalence of mappings
• Testing with many weak instruments
• Testing Parameters in GMM Without Assuming that They Are Identified
• Dummy Endogenous Variables in a Simultaneous Equation System
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
• Identification of multiple equation probit models with endogenous dummy regressors
• Effect of Insurance on Mortality in an HIV-Positive Population in Care
• A Geometric Approach to Nonlinear Econometric Models
• Conditional Inference With a Functional Nuisance Parameter
• A note on the identification in two equations probit model with dummy endogenous regressor

Cited In (16)

• The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
• A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit
• Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors
• The dynamic invariant multinomial probit model: identification, pretesting and estimation
• Partial identification by extending subdistributions
• Identification and estimation of triangular models with a binary treatment
• Treatment effect models with strategic interaction in treatment decisions
• Dummy Endogenous Variables in Weakly Separable Models
• A computational approach to identification of treatment effects for policy evaluation
• Estimation of treatment effects in nonlinear models with unobserved confounding
• Estimating multiple equation hybrid models with endogenous dummy regressors*
• Efficient semiparametric copula estimation of regression models with endogeneity
• Partial identification in nonseparable binary response models with endogenous regressors
• A control function approach to estimating dynamic probit models with endogenous regressors
• Vector copulas
• Identification of multiple equation probit models with endogenous dummy regressors

Uses Software

• SemiParBIVProbit

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