Giles, John; Murtazashvili, Irina - In: Journal of Econometric Methods 2 (2013) 1, pp. 69-87
Abstract This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary...