The efficient moment estimation of the probit model with an endogenous continuous regressor

We propose an efficient moment estimator for the probit model with a continuous endogenous regressor. The estimation can be readily implemented using a standard statistical package that can estimate a non-linear system two-stage least squares (instrumental variable) estimator.

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Year of publication:	2005-06
Authors:	Kawaguchi, Daiji ; Naito, Hisahiro
Institutions:	Institute of Economic Research, Hitotsubashi University
Subject:	Probit \| Continuous endogenous regressor \| Moment estimation

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Extent:	application/pdf
Series:	Hi-Stat Discussion Paper Series.
Type of publication:	Book / Working Paper
Classification:	C25 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005783992