NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Dummy Endogenous Variables in a Simultaneous Equation System

James J. Heckman

NBER Working Paper No. 177
Issued in May 1977

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.

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Document Object Identifier (DOI): 10.3386/w0177

Published: Econometrica, Vol. 46, no. 4 (1978): 931-960. citation courtesy of

 
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