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

DOI10.1016/j.jeconom.2017.04.001zbMath1452.62916OpenAlexW2607814309MaRDI QIDQ2397724

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

copulaidentificationbinary responsebivariate probit modelexclusion restrictiondummy endogenous regressorstriangular threshold crossing model

Mathematics Subject Classification ID

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

Related Items

Efficient semiparametric copula estimation of regression models with endogeneity, Treatment effect models with strategic interaction in treatment decisions, Estimation of treatment effects in nonlinear models with unobserved confounding, Partial identification in nonseparable binary response models with endogenous regressors, Identification and estimation of triangular models with a binary treatment, A computational approach to identification of treatment effects for policy evaluation, Vector copulas, Partial identification by extending subdistributions, 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

Uses Software

• SemiParBIVProbit

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