BLUNDELL, RICHARD W.; POWELL, JAMES L. - In: Review of Economic Studies 71 (2004) 07, pp. 655-679
This paper develops and implements semiparametric methods for estimating binary response (binary choice) models with continuous endogenous regressors. It extends existing results on semiparametric estimation in single-index binary response models to the case of endogenous regressors. It develops...