Article ID Journal Published Year Pages File Type
5059710 Economics Letters 2012 5 Pages PDF
Abstract
► Estimation of binary choice model with an endogenous binary regressor is considered. ► Our estimator doesn't require independence between disturbance and regressors. ► Our estimator is robust to both heteroscedastic and nonnormal error terms.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
Authors
, ,