Online Appendix : Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors

Full paper is available at: "https://ssrn.com/abstract=3233422" https://ssrn.com/abstract=3233422This online appendix contains all the proofs of the main results in Han and Lee (2018), technical assumptions, and additional simulation results. Section A contains the proofs of the identification/non-identification results. Section B collects the proofs in the asymptotic theory of the sieve ML estimators, related technical assumptions, and other expressions. Finally, Section C shows more simulation results