Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 117
Issue: 3
Pages: 753-757

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Estimating binary choice models with endogeneity is of considerable importance in microeconometrics. The leading control function approach does not apply when the endogenous variable is binary. We propose a multi-stage estimation procedure for a heteroscedastic binary choice model with an endogenous dummy under a joint conditional symmetry restriction, which allows us to overcome several drawbacks associated with the existing estimators.

Technical Details

RePEc Handle
repec:eee:ecolet:v:117:y:2012:i:3:p:753-757
Journal Field
General
Author Count
2
Added to Database
2026-02-02