Identification of multiple equation probit models with endogenous dummy regressors

Economics Letters

Volumn 69, Issue 3, 2000, Pages 309-312

  Wilde, Joachim ^a  

^a MARTIN LUTHER UNIVERSITY HALLE WITTENBERG   (Germany)

Author keywords

C35; Endogenous dummy regressor; Identification; Multiple equation model; Probit model

Indexed keywords

EID: 0034369087     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(00)00320-7     Document Type: Article

References (4)

1. Heckman J.J. Dummy endogenous variables in a simultaneous equation system. Econometrica. 46:1978;931-959.
2. Holly A., Gardiol L., Domenighetti G., Besig B. An econometric model of health care utilization and health insurance in Switzerland. European Economic Review. 42:1998;513-522.
3. Maddala G.S. Limited-Dependent and Qualitative Variables in Econometrics. 1983;Cambridge University Press, Cambridge.
4. Schmidt P. Constraints on the parameters in simultaneous tobit and probit models. Manski C.F., McFadden D. Structural Analysis of Discrete Data With Econometric Applications. 1981;422-434 MIT Press, Cambridge.