Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor

doi:10.1016/j.econlet.2012.08.023

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	Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
	Zhang, Zhengyu 1; He, Xiaobo 2
刊名	ECONOMICS LETTERS
	2012-12
卷号	117 期号:3 页码:753-757
关键词	Binary choice model Dummy endogenous variable Conditional symmetry Heteroscedasticity
ISSN号	0165-1765
DOI	10.1016/j.econlet.2012.08.023
英文摘要	Estimating binary choice models with endogeneity is of considerable importance in microeconometrics. The leading control function approach does not apply when the endogenous variable is binary. We propose a multi-stage estimation procedure for a heteroscedastic binary choice model with an endogenous dummy under a joint conditional symmetry restriction, which allows us to overcome several drawbacks associated with the existing estimators. (C) 2012 Elsevier B.V. All rights reserved.
WOS研究方向	Business & Economics
语种	英语
出版者	ELSEVIER SCIENCE SA
WOS记录号	WOS:000312283300059
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2072]
专题	上海财经大学
通讯作者	Zhang, Zhengyu
作者单位	1.Shanghai Univ Finance & Econ, Sch Publ Econ & Adm, Shanghai, Peoples R China; 2.Univ Adelaide, Sch Econ, Adelaide, SA 5005, Australia
推荐引用方式 GB/T 7714	Zhang, Zhengyu,He, Xiaobo. Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor[J]. ECONOMICS LETTERS,2012,117(3):753-757.
APA	Zhang, Zhengyu,&He, Xiaobo.(2012).Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor.ECONOMICS LETTERS,117(3),753-757.
MLA	Zhang, Zhengyu,et al."Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor".ECONOMICS LETTERS 117.3(2012):753-757.