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The efficient moment estimation of the probit model with an endogenous continuous regressor
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| Daiji Kawaguchi and Hisahiro Naito
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| 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. |
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| Copyright (C) 2003 by Institute of Economic
Research.All rights reserved. |
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