• 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