Dummy Endogenous Variables in a Simultaneous Equation System
NBER Working Paper No. 177
This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables. The statistical model proposed here is sufficiently rich to encompass the classical simultaneous equation model for continuous endogenous variables and more recent models for purely discrete endogenous variables as special cases of a more general model.
Published: Econometrica, Vol. 46, no. 4 (1978): 931-960.
Users who downloaded this paper also downloaded these: