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Endogenous regressor binary choice models without instruments, with an application to migration

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  • Dong, Yingying

Abstract

This paper shows identification of a semiparametric binary choice model containing an endogenous regressor, when no outside instrumental variable is available. A simple estimator, an easy test for endogeneity, and an empirical application to US migration data are provided.

Suggested Citation

  • Dong, Yingying, 2010. "Endogenous regressor binary choice models without instruments, with an application to migration," Economics Letters, Elsevier, vol. 107(1), pages 33-35, April.
    • Handle: RePEc:eee:ecolet:v:107:y:2010:i:1:p:33-35
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    References listed on IDEAS

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    3. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(3), pages 655-679.
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