An instrumental variable random‐coefficients model for binary outcomes

DOI10.1111/ectj.12018OpenAlexW1812496494WikidataQ35183815 ScholiaQ35183815MaRDI QIDQ5093228

Andrew Chesher, Adam M. Rosen

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12018

zbMATH Keywords

endogeneityrandom coefficientsrandom setsinstrumental variablespartial identificationincomplete modelsset identification

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension ⋮ Partial identification in nonseparable binary response models with endogenous regressors ⋮ Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients ⋮ IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA ⋮ Partial identification by extending subdistributions ⋮ Inference based on many conditional moment inequalities

Uses Software

• R
• mvtnorm
• Cubature

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