Magnac, Thierry; Maurin, Eric - Laboratoire d'Economie Appliquee, INRA - 2003
Let, y, a binary outcome, v a continuous explanatory variable and x some other explanatory variables. We study inference on the parameter b of the semiparametric binary regression model y=1(xb+v+e0). We show that the set-up introduced by Lewbel (2000) that is, an uncorrelated-error restriction...