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dc.contributor.authorChesher, Andrewen
dc.date.accessioned2012-10-16T13:15:28Z-
dc.date.available2012-10-16T13:15:28Z-
dc.date.issued2009-
dc.identifier.pidoi:10.1920/wp.cem.2009.2309en
dc.identifier.urihttp://hdl.handle.net/10419/64759-
dc.description.abstractThis paper studies single equation models for binary outcomes incorporating instrumental variable restrictions. The models are incomplete in the sense that they place no restriction on the way in which values of endogenous variables are generated. The models are set, not point, identifying. The paper explores the nature of set identification in single equation IV models in which the binary outcome is determined by a threshold crossing condition. There is special attention to models which require the threshold crossing function to be a monotone function of a linear index involving observable endogenous and exogenous explanatory variables. Identified sets can be large unless instrumental variables have substantial predictive power. A generic feature of the identified sets is that they are not connected when instruments are weak. The results suggest that the strong point identifying power of triangular control function models - restricted versions of the IV models considered here - is fragile, the wide expanses of the IV model's identified set awaiting in the event of failure of the triangular model's restrictions.en
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP23/09en
dc.subject.jelC10en
dc.subject.jelC14en
dc.subject.jelC50en
dc.subject.jelC51en
dc.subject.ddc330en
dc.subject.keywordBinary Responseen
dc.subject.keywordControl functionsen
dc.subject.keywordEndogeneityen
dc.subject.keywordIncomplete modelsen
dc.subject.keywordIndex Restrictionsen
dc.subject.keywordInstrumental variablesen
dc.subject.keywordProbit Modelen
dc.subject.keywordSet Identificationen
dc.subject.keywordThreshold Crossing Modelsen
dc.subject.keywordTriangular Modelsen
dc.subject.stwMathematiken
dc.titleSingle equation endogenous binary response models-
dc.typeWorking Paperen
dc.identifier.ppn607538708en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:23/09en

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