Semiparametric estimation of binary response models with endogenous regressors
From MaRDI portal
Publication:2630084
DOI10.1016/j.jeconom.2009.04.005zbMath1431.62663MaRDI QIDQ2630084
Publication date: 25 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/928/1/semiparametric_binary_choice_%20revision_2_%28update%29.pdf
instrumental variables; control function; endogenous regressors; semiparametric maximum likelihood; binary choice model
62P20: Applications of statistics to economics
62G08: Nonparametric regression and quantile regression
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
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