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Endogenous regressor binary choice models without instruments, with an application to migration

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  • Dong, Yingying

Abstract

This paper shows identification of a semiparametric binary choice model containing an endogenous regressor, when no outside instrumental variable is available. A simple estimator, an easy test for endogeneity, and an empirical application to US migration data are provided.

Suggested Citation

  • Dong, Yingying, 2010. "Endogenous regressor binary choice models without instruments, with an application to migration," Economics Letters, Elsevier, vol. 107(1), pages 33-35, April.
  • Handle: RePEc:eee:ecolet:v:107:y:2010:i:1:p:33-35
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    References listed on IDEAS

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    1. Whitney K. Newey & James L. Powell & Francis Vella, 1999. "Nonparametric Estimation of Triangular Simultaneous Equations Models," Econometrica, Econometric Society, vol. 67(3), pages 565-604, May.
    2. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," Review of Economic Studies, Oxford University Press, vol. 71(3), pages 655-679.
    3. Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003. "Estimation of Semiparametric Models when the Criterion Function Is Not Smooth," Econometrica, Econometric Society, pages 1591-1608.
    4. Newey, Whitney K., 1987. "Efficient estimation of limited dependent variable models with endogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 36(3), pages 231-250, November.
    5. Rothe, Christoph, 2009. "Semiparametric estimation of binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 153(1), pages 51-64, November.
    6. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, pages 387-421.
    7. Rivers, Douglas & Vuong, Quang H., 1988. "Limited information estimators and exogeneity tests for simultaneous probit models," Journal of Econometrics, Elsevier, vol. 39(3), pages 347-366, November.
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    Cited by:

    1. Arthur Lewbel, 2016. "Identification and Estimation Using Heteroscedasticity Without Instruments: The Binary Endogenous Regressor Case," Boston College Working Papers in Economics 927, Boston College Department of Economics.
    2. Sha Yang & Mantian (Mandy) Hu & Russell S. Winer & Henry Assael & Xiaohong Chen, 2012. "An Empirical Study of Word-of-Mouth Generation and Consumption," Marketing Science, INFORMS, vol. 31(6), pages 952-963, November.
    3. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
    4. Ilse Ruyssen & Sara Salomone, 2015. "Female Migration: A Way out of Discrimination?," CESifo Working Paper Series 5572, CESifo Group Munich.
    5. González Felipe, 2013. "Can Land Reform Avoid a Left Turn? Evidence from Chile after the Cuban Revolution," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 13(1), pages 31-72, April.
    6. Samuele Centorrino & Jean-Pierre Florens, 2014. "Nonparametric Instrumental Variable Estimation of Binary Response Models," Department of Economics Working Papers 14-07, Stony Brook University, Department of Economics.
    7. Paulo Mourao, 2016. "Socio-economic Determinants for the Portuguese Immigration: An Empirical Discussion," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 125(3), pages 955-975, February.
    8. Philippe Polomé, 2013. "Mimic Behavior in Home Waste-waters Management," Working Papers halshs-00855051, HAL.
    9. Philippe Polomé, 2013. "Limited higher order beliefs and the welfare effects of public information," Working Papers 1325, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    10. Yingying Dong & Arthur Lewbel, 2012. "Simple Estimators for Binary Choice Models with Endogenous Regressors," Working Papers 111204, University of California-Irvine, Department of Economics.

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