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Simple Estimators For Hard Problems: Endogeneity in Discrete Choice Related Models

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Author Info
Arthur Lewbel () (Boston College)

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Abstract

This paper describes numerically simple estimators that can be used to estimate binary choice and other related models (such as selection and ordered choice models) when some regressors are endogenous or mismeasured. Simple estimators are provided that allow for discrete or otherwise limited endogenous regressors, lagged dependent variables and other dynamic effects, heteroskedastic and autocorrelated latent errors, and latent fixed effects.

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File URL: http://fmwww.bc.edu/EC-P/WP604.pdf
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Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 604.

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Length: 34 pages
Date of creation: 31 Aug 2004
Date of revision:
Handle: RePEc:boc:bocoec:604

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Related research
Keywords: binary choice; binomial response; endogeneity; measurement error; dynamics; autocorrelation; fixed effects; panel models; identification; latent variable models;

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  1. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  2. Luigi Benfratello & Fabio Schiantarelli & Alessandro Sembenelli, 2006. "Banks and Innovation: Microeconometric Evidence on Italian Firms," IZA Discussion Papers 2032, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  3. Lööf, Hans, 2007. "Multinational Firms and Innovation: The Role of R&D Collaboration, Markets and Ownership," Working Paper Series in Economics and Institutions of Innovation 90, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. [Downloadable!]
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This page was last updated on 2009-12-2.

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