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Get Endogeneity In Semiparametric Binary Random Coefficient Models - Princeton

Case of endogenous regressors in the binary choice model under a weak median exclusion restriction, but without further specification of the distribution of the unobserved random components. As a particularly relevant example for a model where no semiparametric estimator has of yet been analyzed, we consider the binary random coefficients model with endogenous regressors. However, many of the arguments we make hold more generally in all endogenous binary choice models with heteroscedasticity. W.

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