Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors

DOI10.1016/S0165-1765(99)00008-7zbMath0918.90043OpenAlexW2052870469WikidataQ126556857 ScholiaQ126556857MaRDI QIDQ1285812

Marcel G. Dagenais

Publication date: 28 April 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00008-7

zbMATH Keywords

instrumental variableslogitprobitendogenous regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (3)

A note on GMM estimation of probit models with endogenous regressors ⋮ Inconsistency of naive GMM estimation for QR models with endogenous regressors. ⋮ Simple Tests for Exogeneity of a Binary Explanatory Variable in Count Data Regression Models

Cites Work

• A simple test for exogeneity in probit, logit, and Poisson regression models

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