IV models of ordered choice

Andrew Chesher and Konrad Smolinski ()
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Konrad Smolinski: Institute for Fiscal Studies

No CWP37/09, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying for parametrically (e.g. ordered probit) or nonparametrically specified structural functions. The paper gives results on the properties of the identified set for the case in which potentially endogenous explanatory variables are discrete. The results are used as the basis for calculations showing the rate of shrinkage of identified sets as the number of classes in which the outcome is categorised increases.

Date: 2009-12-09
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Related works:
Journal Article: IV models of ordered choice (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:ifs:cemmap:37/09

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