Identification and information in monotone binary models

This paper considers binary response models where errors are uncorrelated with a set of instrumental variables and are independent of a continuous regressor v , conditional on all other variables. It is shown that these exclusion restrictions are not sufficient for identification and that additional...

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Veröffentlicht in:	Econometrics 2007-07, Vol.139 (1), p.76-104
Hauptverfasser:	Magnac, Thierry, Maurin, Eric
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications Binary models Binary system Economic models Economics and Finance Error Estimation Exact sciences and technology Humanities and Social Sciences Identification Information Insurance, economics, finance Mathematical methods Mathematics Nonparametric inference Parameter estimation Probability and statistics Regression analysis Sciences and techniques of general use Semiparametric methods Statistics Studies Variables Very exogeneous regressor
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