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Identification in Bivariate binary-choice Models with elliptical innovations

Abstract : In this note it is shown that the index coefficients and location parameters in the standard triangular binary-choice model are identifed under an assumption of symmetry on the joint density of the latent disturbances. Identifcation of average effects follows. The implied restrictions suggest semiparametric rank estimators that are consistent and asymptotically normal under standard conditions.
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Submitted on : Monday, September 29, 2014 - 12:39:19 PM
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Koen Jochmans. Identification in Bivariate binary-choice Models with elliptical innovations. 2011. ⟨hal-01069483⟩

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