Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors

Economics Letters

Volumn 63, Issue 1, 1999, Pages 19-21

  Dagenais, Marcel G ^a  

^a Center for Interuniversity Research and Analysis on Organizations   (Canada)

Author keywords

C25; Endogenous regressors; Instrumental variables; Logit; Probit

Indexed keywords

EID: 0033447954     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00008-7     Document Type: Article

References (1)

1. Grogger J. A simple test for exogeneity in probit, logit and poisson regression models. Economics Letters. 33:1990;329-332.