Simultaneous Equations in Ordered Discrete Responses with Regressor-Dependent Thresholds

• Main Authors: Lee, Myoung-jae, Kimhi, A.
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2005
• 主題: Identification; Ordered discrete response; Simultaneous equations.; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/500; https://ink.library.smu.edu.sg/context/soe_research/article/1499/viewcontent/Lee_et_al_2005_The_Econometrics_Journal.pdf
• 機構: Singapore Management University

The parameters of ordered discrete response (ODR) models are identified only up to a positive scale. In this paper, we examine the identification issue for simultaneous equations with ODR, where the well-known identification problem in simultaneous equations of recovering structural-form parameters...