Endogeneity in semiparametric panel binary choice model

DOI10.1080/07474938.2014.956589MaRDI QIDQ5863563zbMATH OpenOpenAlexFDO

Authors Chunrong Ai, MeiXia Meng

Publication date 3 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2014.956589

zbMATH Keywords

panel dataasymptotic theorybinary choice

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• A Semiparametric Maximum Likelihood Estimator
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An Efficient Semiparametric Estimator for Binary Response Models
• An alternative root-\(n\) consistent estimator for panel data binary choice models
• Convergence rates and asymptotic normality for series estimators
• Dummy Endogenous Variables in a Simultaneous Equation System
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Endogeneity in Semiparametric Binary Response Models
• Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
• Estimation of a Panel Data Sample Selection Model
• Estimation of some partially specified nonlinear models
• Limited information estimators and exogeneity tests for simultaneous probit models
• Maximum score estimation of the stochastic utility model of choice
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
• Semiparametric Estimation of Index Coefficients
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
• The Estimation of a Simultaneous Equation Generalized Probit Model

Cited in

(12)

• Estimating endogenous ordered response panel data models with an application to income gradient in child health
• A semiparametric panel data model for markets in disequilibrium
• Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
• Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
• Endogenous binary choice models with median restrictions: a comment
• The Special Issue in Honor of Aman Ullah: An Overview
• A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
• Endogenous regressor binary choice models without instruments, with an application to migration
• Endogeneity in Semiparametric Binary Response Models
• Semiparametric estimation of binary response models with endogenous regressors
• A simple estimator for binary choice models with endogenous regressors
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity

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