Binary outcomes, OLS, 2SLS and IV probit

DOI10.1080/07474938.2022.2072321OpenAlexW3045693243MaRDI QIDQ5867573FDOQ5867573

Frank Windmeijer, Chuhui Li, Xueyan Zhao, D. S. Poskitt

Publication date: 14 September 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2022.2072321

zbMATH Keywords

endogeneitytwo-stage least squaresinstrumental variablesweak instrumentsbinary outcomesthreshold crossing modellinear probability model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Consistent Estimation of Scaled Coefficients
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• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Density weighted linear least squares
• Limited information estimators and exogeneity tests for simultaneous probit models
• Inference in limited dependent variable models robust to weak identification
• Testing underidentification in linear models, with applications to dynamic panel and asset pricing models

Cited In (1)

• Addressing unmeasured confounders in cohort studies: instrumental variable method for a time-fixed exposure on an outcome trajectory

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