Binary outcomes, OLS, 2SLS and IV probit

DOI10.1080/07474938.2022.2072321MaRDI QIDQ5867573zbMATH OpenOpenAlexFDO

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

Publication date 14 September 2022

Published in Econometric Reviews (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

• scientific article; zbMATH DE number 5198649 (Why is no real title available?)
• Consistent Estimation of Scaled Coefficients
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Density weighted linear least squares
• Econometric analysis of cross section and panel data.
• Inference in limited dependent variable models robust to weak identification
• Limited information estimators and exogeneity tests for simultaneous probit models
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• 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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