This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying...

Instrumental variable models for discrete outcomes are set, not point, identifying. The paper characterises identi.ed sets of structural functions when endogenous variables are discrete. Identi.ed sets are unions of large numbers of convex sets and may not be convex nor even connected. Each of...