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I study the partial identifying power of structural single-equation threshold-crossing models for binary responses when explanatory variables may be endogenous. The sharp identified set of threshold functions is derived for the case in which explanatory variables are discrete, and I provide a...
Persistent link: https://www.econbiz.de/10010932058
When values of regressors are symmetrically disposed, many <italic>M</italic>-estimators in a wide class of models have a reflection property, namely, that as the signs of the coefficients on regressors are reversed, their estimators' sampling distribution is reflected about the origin. When the coefficients are...
Persistent link: https://www.econbiz.de/10005610501