A NOTE ON THE IDENTIFIABILITY OF A DYNAMIC BINARY CHOICE MODEL WITH STATE DEPENDENCE

Authors
MCCALL BP
Citation
Bp. Mccall, A NOTE ON THE IDENTIFIABILITY OF A DYNAMIC BINARY CHOICE MODEL WITH STATE DEPENDENCE, Economics letters, 40(3), 1992, pp. 273-280
Citations number
12
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
3
Year of publication
1992
Pages
273 - 280
Database
ISI
SICI code
0165-1765(1992)40:3<273:ANOTIO>2.0.ZU;2-E
Abstract
This note derives identifiability conditions for a two-period binary c hoice model with state dependence. It is shown that two continuous reg ressors With positive support over R2 is sufficient to identify the pa rameters of the model including the joint distribution of errors. In p articular exclusion restrictions are not necessary for identification.