Kawaguchi, Daiji; Naito, Hisahiro - Institute of Economic Research, Hitotsubashi University - 2005
We propose an efficient moment estimator for the probit model with a continuous endogenous regressor. The estimation …
Abstract
We propose an efficient moment estimator for the probit model
with a continuous endogenous regressor. The estimation … squares (instrumental variable) es-
timator.
JEL Classification: C25
Keywords: Probit, Continuous endogenous regressor, Moment …