Dummy Endogenous Variables in a Simultaneous Equation System
This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables. The statistical model proposed here is sufficiently rich to encompass the classical simultaneous equation model for continuous endogenous variables and more recent models for purely discrete endogenous variables as special cases of a more general model.
|Date of creation:||May 1977|
|Date of revision:|
|Publication status:||published as Econometrica, Vol. 46, no. 4 (1978): 931-960.|
|Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
Web page: http://www.nber.org
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