Endogeneity in Semiparametric Binary Response Models

  title={Endogeneity in Semiparametric Binary Response Models},
  author={Richard Blundell and James L. Powell},
This paper develops and implements semiparametric methods for estimating binary response (binary choice) models with continuous endogenous regressors. It extends existing results on semiparametric estimation in single index binary response models to the case of endogenous regressors. It develops a control function approach to account for endogeneity in triangular and fully simulataneous binary response models. The proposed estimation method is applied to estimate the income effect in a labor… CONTINUE READING
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