Identification and estimation of heteroscedastic binary choice models with endogenous dummy regressors

Mu, BL; Zhang, ZY

Mu, BL (reprint author), Shanghai Univ Finance & Econ, Sch Econ, 777 Guoding Rd, Shanghai 200433, Peoples R China.

ECONOMETRICS JOURNAL, 2018; 21 (2): 218

Abstract

In this paper, we consider the semiparametric identification and estimation of a heteroscedastic binary choice model with endogenous dummy regressors ......

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