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Let, y, a binary outcome, v a continuous explanatory variable and x some other explanatory variables. We study inference on the parameter b of the semiparametric binary regression model y=1(xb+v+e0). We show that the set-up introduced by Lewbel (2000) that is, an uncorrelated-error restriction...
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Let, y, a binary outcome, v a continuous explanatory variable and x someother explanatory variables. Assume that the population distribution of the random variablew = (y, v, x) satisfies Monotone (1) and Large Support (2) assumptions: (1) E(y | v, x) ismonotone in v and (2) E(y | v, x) varies...
Persistent link: https://www.econbiz.de/10005704070
We investigate identification in semi-parametric binary regression models, "y"= 1("x""β"+υ+ε  0) when υ is either discrete or measured within intervals. The error term ε is assumed to be uncorrelated with a set of instruments "z", ε is independent of υ conditionally on "x" and "z", and the...
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We investigate inference in semi-parametric binary regression models, y = 1(x¯ +v+² 0) when ² is assumed uncorrelated with a set of instruments z, ² is independentof v conditionally on x and z, and the conditional support of ² is su¢ciently smallrelative to the support of v. We...
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