Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64769
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dc.contributor.authorChesher, Andrewen_US
dc.date.accessioned2011-10-04en_US
dc.date.accessioned2012-10-16T13:10:59Z-
dc.date.available2012-10-16T13:10:59Z-
dc.date.issued2011en_US
dc.identifier.pidoi:10.1920/wp.cem.2011.3111en_US
dc.identifier.urihttp://hdl.handle.net/10419/64769-
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.language.isoengen_US
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen_US
dc.relation.ispartofseries|acemmap working paper |xCWP31/11en_US
dc.subject.jelC10en_US
dc.subject.jelC14en_US
dc.subject.jelC50en_US
dc.subject.jelC51en_US
dc.subject.ddc330en_US
dc.subject.keywordBinary Responseen_US
dc.subject.keywordEndogeneityen_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.subject.stwProbit-Modellen_US
dc.titleSemiparametric structural models of binary response: Shape restrictions and partial identificationen_US
dc.typeWorking Paperen_US
dc.identifier.ppn669244139en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

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