Naghi, Andrea; Váradi, Máté; Zhelonkin, Mikhail - 2021
influence functions of the endogenous probit model’s classical estimators (the maximum likelihood and the two-step estimator … obtain a robust alternative estimator, prove its asymptotic normality and provide its asymptotic variance. A simple robust … simulations with different types of contamination scenarios. The use of our estimator is illustrated in several empirical …