This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying...

Conventional chi(superscript "2") approximations to the distribution of the information matrix test are shown to be inaccurate in models and with sample sizes commonly encountered. Interpreting a version of the information matrix test as an efficient score test leads to an alternative Edgeworth...

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function that depends on a discrete endogenous variable and is nonseparable in latent variates. The function delivers values of a discrete or continuous outcome and...