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dc.contributor.authorChesher, Andrewen_US
dc.description.abstractThe paper studies the partial identifying power of structural single equation threshold crossing models for binary responses when explanatory variables may be endogenous. The paper derives the sharp identified set of threshold functions for the case in which explanatory variables are discrete and provides a constructive proof of sharpness. There is special attention to a widely employed semiparametric shape restriction which requires the threshold crossing function to be a monotone function of a linear index involving the observable explanatory variables. It is shown that the restriction brings great computational benefits, allowing direct calculation of the identified set of index coefficients without calculating the nonparametrically specified threshold function. With the restriction in place the methods of the paper can be applied to produce identified sets in a class of binary response models with mis-measured explanatory variables.en_US
dc.publisherCentre for Microdata Methods and Practice (cemmap) Londonen_US
dc.relation.ispartofseriescemmap working paper CWP31/11en_US
dc.subject.keywordBinary Responseen_US
dc.subject.keywordIncomplete modelsen_US
dc.subject.keywordIndex Restrictionsen_US
dc.subject.keywordInstrumental variablesen_US
dc.subject.keywordMeasurement Error Modelsen_US
dc.subject.keywordPartial Identificationen_US
dc.subject.keywordProbit Modelsen_US
dc.subject.keywordShape Restrictionsen_US
dc.subject.keywordThreshold Crossing Modelsen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwStatistischer Fehleren_US
dc.titleSemiparametric structural models of binary response: Shape restrictions and partial identificationen_US
dc.typeWorking Paperen_US
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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