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

DOI10.1515/JEM-2012-0010zbMATH Open1279.62226OpenAlexW2056284952MaRDI QIDQ2870575FDOQ2870575

John Giles, Irina Murtazashvili

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

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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)

Cites Work

• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• Title not available (Why is that?)
• Title not available (Why is that?)
• Analysis of Covariance with Qualitative Data
• On the Pooling of Time Series and Cross Section Data
• Limited information estimators and exogeneity tests for simultaneous probit models
• Panel data methods for fractional response variables with an application to test pass rates
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Networks in the Modern Economy: Mexican Migrants in the U. S. Labor Market

Cited In (1)

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

Uses Software

• Stata

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