A Note on the Identification in Two Equations Probit Model with Dummy Endogenous Regressor

11 Pages Posted: 15 Oct 2013 Last revised: 11 Jan 2015

See all articles by Ismael Mourifie

Ismael Mourifie

University of Toronto - Department of Economics

Romuald Meango

Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)

Date Written: October 17, 2014

Abstract

This paper deals with the question whether exclusion restrictions on the exogenous regressors are necessary to identify two equation probit models with endogenous dummy regressor. We show that Wilde (2000)’s criterion is insufficient for (point) identification.

Keywords: Probit model, Endogenous dummy regressor, Partial identification

JEL Classification: C35

Suggested Citation

Mourifie, Ismael and Meango, Romuald, A Note on the Identification in Two Equations Probit Model with Dummy Endogenous Regressor (October 17, 2014). Economics Letters, 2014, Available at SSRN: https://ssrn.com/abstract=2340187 or http://dx.doi.org/10.2139/ssrn.2340187

Ismael Mourifie

University of Toronto - Department of Economics ( email )

150 St. George Street
Toronto, Ontario M5S3G7
Canada

Romuald Meango (Contact Author)

Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) ( email )

Amalienstrasse 33
Munich, 80799
Germany

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