Chesher, Andrew; Rosen, Adam M. - In: Handbook of econometrics : Volume 7A, (pp. 1-110). 2020
This chapter sets out the extension of the scope of the classical IV model to cases in which unobserved variables are set-valued functions of observed variables. The resulting Generalized IV (GIV) models can be used when outcomes are discrete while unobserved variables are continuous, when there...