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dc.contributor.authorChesher, Andrewen
dc.date.accessioned2011-10-04-
dc.date.accessioned2012-10-16T13:10:59Z-
dc.date.available2012-10-16T13:10:59Z-
dc.date.issued2011-
dc.identifier.pidoi:10.1920/wp.cem.2011.3111en
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
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP31/11en
dc.subject.jelC10en
dc.subject.jelC14en
dc.subject.jelC50en
dc.subject.jelC51en
dc.subject.ddc330en
dc.subject.keywordBinary Responseen
dc.subject.keywordEndogeneityen
dc.subject.keywordIncomplete modelsen
dc.subject.keywordIndex Restrictionsen
dc.subject.keywordInstrumental variablesen
dc.subject.keywordMeasurement Error Modelsen
dc.subject.keywordPartial Identificationen
dc.subject.keywordProbit Modelsen
dc.subject.keywordShape Restrictionsen
dc.subject.keywordThreshold Crossing Modelsen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwStatistischer Fehleren
dc.subject.stwProbit-Modellen
dc.titleSemiparametric structural models of binary response: Shape restrictions and partial identification-
dc.typeWorking Paperen
dc.identifier.ppn669244139en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:31/11en

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