This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

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

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Arthur Lewbel () (Boston College)

Additional information is available for the following registered author(s):

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.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://fmwww.bc.edu/EC-P/WP604.pdf
File Format: application/pdf
File Function: main text
Download Restriction: no

Publisher Info
Paper provided by Boston College Department of Economics in its series Boston College Working Papers in Economics with number 604.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 34 pages
Date of creation: 31 Aug 2004
Date of revision:
Handle: RePEc:boc:bocoec:604

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

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

Other versions of this item:

This paper has been announced in the following NEP Reports: Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. 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:
  2. 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!]
  3. 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!]
Statistics
Access and download statistics

Did you know? You can include your works in the database easily by uploading them on the Munich Personal RePEc Archive (MPRA) if you do not have access to an institutional RePEc archive.

This page was last updated on 2008-9-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.