This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors, or with panel fixed effects. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the...

While most existing research concludes that grade retention generates no benefits for the retainees' academic performance, holding low-achieving children back has been a popular practice for decades. Drawing on a recently collected nationally representative dataset in the US, this paper...

This paper shows identification of a semiparametric binary choice model containing an endogenous regressor, when no outside instrumental variable is available. A simple estimator, an easy test for endogeneity, and an empirical application to US migration data are provided.

We discuss the relative advantages and disadvantages of four types of convenient estimators of binary choice models when regressors may be endogenous or mismeasured or when errors are likely to be heteroscedastic. For example, such models arise when treatment is not randomly assigned and...

Suppose V and U are two independent mean zero random variables, where V has an asymmetric distribution with two mass points and U has some zero odd moments (having a symmetric distribution suffices). We show that the distributions of V and U are nonparametrically identified just from observing...