Identification in Bivariate binary-choice Models with elliptical innovations

In this note it is shown that the index coefficients and location parameters in the standard triangular binary-choice model are identifed under an assumption of symmetry on the joint density of the latent disturbances. Identifcation of average effects follows. The implied restrictions suggest semiparametric rank estimators that are consistent and asymptotically normal under standard conditions.

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Year of publication:	2011-04-15
Authors:	Jochmans, Koen
Institutions:	Department of Economics, Sciences économiques
Subject:	binary choice \| rank estimation \| simultaneity \| symmetry \| truncation

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Extent:	application/pdf
Series:	Sciences Po Economics Discussion Papers.
Type of publication:	Book / Working Paper
Classification:	C14 - Semiparametric and Nonparametric Methods ; C31 - Cross-Sectional Models; Spatial Models ; C35 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010756514