Download This PaperOnline Appendix: Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors
40 Pages Posted: 29 Mar 2019
Date Written: March 4, 2019
Abstract
Full paper is available at: https://ssrn.com/abstract=3233422
This online appendix contains all the proofs of the main results in Han and Lee (2018), technical assumptions, and additional simulation results. Section A contains the proofs of the identification/non-identification results. Section B collects the proofs in the asymptotic theory of the sieve ML estimators, related technical assumptions, and other expressions. Finally, Section C shows more simulation results.
Suggested Citation: Suggested Citation
Han, Sukjin and Lee, Sungwon, Online Appendix: Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors (March 4, 2019). Available at SSRN: https://ssrn.com/abstract=3346834 or http://dx.doi.org/10.2139/ssrn.3346834
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