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
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