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

DOI10.1016/J.JECONOM.2017.04.001MaRDI QIDQ2397724zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• A geometric approach to nonlinear econometric models
• A note on the identification in two equations probit model with dummy endogenous regressor
• An IV Model of Quantile Treatment Effects
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• Copula modeling: An introduction for practitioners
• Dummy Endogenous Variables in a Simultaneous Equation System
• Effect of Insurance on Mortality in an HIV-Positive Population in Care
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• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• GMM with Weak Identification
• Generalized Econometric Models with Selectivity
• Identification in Parametric Models
• Identification of Binary Response Models
• Identification of multiple equation probit models with endogenous dummy regressors
• Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets
• Sample Selection Bias as a Specification Error
• Semiparametric bounds on treatment effects
• Sharp bounds on the distribution of treatment effects and their statistical inference
• Testing Parameters in GMM Without Assuming that They Are Identified
• Testing with many weak instruments
• The Jacobian matrix and global univalence of mappings

Cited in

(24)

• The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
• An instrumental variable random-coefficients model for binary outcomes
• A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit
• A note on the identification in two equations probit model with dummy endogenous regressor
• 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
• Estimating multiple equation hybrid models with endogenous dummy regressors*
• Estimation of treatment effects in nonlinear models with unobserved confounding
• Determining the proper specification for endogenous covariates in discrete data settings
• Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
• Efficient semiparametric copula estimation of regression models with endogeneity
• Identification of quantile 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
• Quantile regression with a one-sided misclassified binary regressor
• Layered policy analysis in program evaluation using the marginal treatment effect
• Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap

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Uses Software

• SemiParBIVProbit

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