A control function approach to estimating dynamic probit models with endogenous regressors

DOI10.1515/JEM-2012-0010MaRDI QIDQ2870575zbMATH OpenOpenAlexFDO

Authors Irina Murtazashvili, John Giles

Publication date 21 January 2014

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jem-2012-0010

zbMATH Keywords

migrationcontrol function approachrural Chinadynamic binary response modelspoverty-persistence

Mathematics Subject Classification ID

General nonlinear regression (62J02) Estimation in multivariate analysis (62H12) Applications of statistics to social sciences (62P25)

Recommendations

• A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
• Endogeneity in quantile regression models: a control function approach
• A note on GMM estimation of probit models with endogenous regressors
• Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects
• Control functions in nonseparable simultaneous equations models
• Dealing with Endogeneity in Regression Models with Dynamic Coefficients
• Identification of multiple equation probit models with endogenous dummy regressors
• Identification in a generalization of bivariate probit models with dummy endogenous regressors
• A control function approach to estimate panel data binary response model
• Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors

Cites work

• scientific article; zbMATH DE number 3938400 (Why is no real title available?)
• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Analysis of Covariance with Qualitative Data
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• Econometric analysis of cross section and panel data.
• Limited information estimators and exogeneity tests for simultaneous probit models
• Networks in the Modern Economy: Mexican Migrants in the U. S. Labor Market
• On the Pooling of Time Series and Cross Section Data
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Panel data methods for fractional response variables with an application to test pass rates

Cited in

(1)

• Estimating endogenous ordered response panel data models with an application to income gradient in child health

Describes a project that uses

Uses Software

• Stata

This page was built for publication: A control function approach to estimating dynamic probit models with endogenous regressors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2870575)