Dummy Endogenous Variables in a Simultaneous Equation System
Working Paper 0177
DOI 10.3386/w0177
Issue Date
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 Versions
Econometrica, Vol. 46, no. 4 (1978): 931-960. citation courtesy of