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Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors

Lee, Myoung-Jae


This article reviews semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors, where nonlinearity and nonseparability pose difficulties. We first introduce six main approaches in the linear equation system literature to handle endogenous regressors with linear projections: (i) 'substitution' replacing the endogenous regressors with their projected versions on the system exogenous regressors x, (ii) instrumental variable estimator (IVE) based on E{(error)...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: Econometric Reviews
DOI: 10.1080/07474938.2011.607101


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