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Endogeneity in Semiparametric Binary Response Models

✍ Scribed by BLUNDELL, RICHARD W.; POWELL, JAMES L.


Book ID
111004608
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
323 KB
Volume
71
Category
Article
ISSN
0034-6527

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## Abstract This paper formulates a likelihood‐based estimator for a double‐index, semiparametric binary response equation. A novel feature of this estimator is that it is based on density estimation under local smoothing. While the proofs differ from those based on alternative density estimators,