The efficient moment estimation of the probit model with an endogenous continuous regressor

Daiji Kawaguchi and Hisahiro Naito

Hi-Stat Discussion Paper Series from Institute of Economic Research, Hitotsubashi University

Abstract: We propose an efficient moment estimator for the probit model with a continuous endogenous regressor. The estimation can be readily implemented using a standard statistical package that can estimate a non-linear system two-stage least squares (instrumental variable) estimator.

Keywords: Probit; Continuous endogenous regressor; Moment estimation (search for similar items in EconPapers)
JEL-codes: C25 (search for similar items in EconPapers)
Date: 2005-06
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:hst:hstdps:d05-106

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