Title of article :
Endogenous binary choice model with median restrictions
Author/Authors :
Han Hong، نويسنده , , Elie Tamer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
7
From page :
219
To page :
225
Abstract :
We propose an estimator for β in the binary choice model y=1[x′β+ε≥0] under the assumption that the median of the distribution of the unobserved random variable ε conditional on a vector of instruments z is zero. We provide sufficient conditions for point identification of the parameter β. We also provide a consistent estimator of β.
Keywords :
Modified minimum distance estimator , Binary choice models , Endogeneity
Journal title :
Economics Letters
Serial Year :
2003
Journal title :
Economics Letters
Record number :
435229
Link To Document :
بازگشت