Dummy Endogenous Variables in a Simultaneous Equation System

49 Pages Posted: 10 Jul 2000 Last revised: 28 Jun 2010

See all articles by James J. Heckman

James J. Heckman

University of Chicago - Department of Economics; National Bureau of Economic Research (NBER); American Bar Foundation; Institute for the Study of Labor (IZA); CESifo (Center for Economic Studies and Ifo Institute)

Date Written: May 1977

Abstract

This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables. The statistical model proposed here is sufficiently rich to encompass the classical simultaneous equation model for continuous endogenous variables and more recent models for purely discrete endogenous variables as special cases of a more general model.

Suggested Citation

Heckman, James J., Dummy Endogenous Variables in a Simultaneous Equation System (May 1977). NBER Working Paper No. w0177. Available at SSRN: https://ssrn.com/abstract=235685

James J. Heckman (Contact Author)

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