Identification of multiple equation probit models with endogenous dummy regressors

被引：294
|
作者：
Wilde, J [1 ]
机构：
[1] Univ Halle Wittenberg, Dept Econ, D-06099 Halle, Germany
来源：
ECONOMICS LETTERS | 2000年 / 69卷 / 03期
关键词：
identification; probit model; multiple equation model; endogenous dummy regressor;
D O I：
10.1016/S0165-1765(00)00320-7
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This article deals with the question whether exclusion restrictions on the exogenous regressors are necessary to identify multiple equation probit models with endogenous dummy regressors. The contradictory opinions in the Literature are discussed, and a simple criterion of avoiding identification problems is formulated. (C) 2000 Elsevier Science S.A. All rights reserved.
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页码：309 / 312
页数：4
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