A note on the identification in two equations probit model with dummy endogenous regressor

This paper deals with the question whether exclusion restrictions on the exogenous regressors are necessary to identify two equation probit models with endogenous dummy regressor. We show that Wilde (2000)’s criterion is insufficient for (point) identification.

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Year of publication:	2014
Authors:	Mourifié, Ismael ; Méango, Romuald
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 125.2014, 3, p. 360-363
Publisher:	Elsevier
Subject:	Probit model \| Endogenous dummy regressor \| Partial identification

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Type of publication:	Article
Classification:	C35 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011116226