Chesher, Andrew; Rosen, Adam - Centre for Microdata Methods and Practice (CEMMAP) - 2012
all of the regressors are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the … existence of observed instrumental variables Z that are jointly independent with the random coefficients, although we place no …. Specifically, we characterize the identified set for the distribution of random coefficients in the binary response model with …