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st: RE: GMM for panel binary model with binary endogenous variable?


From   "Millimet, Daniel" <millimet@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: GMM for panel binary model with binary endogenous variable?
Date   Mon, 28 Nov 2005 15:20:45 -0600

I'm not sure there is a method, let alone a package out there.  See the
(unpublished) work by ed vytlacil at columbia.  He is working on methods
of bounding the effect of the endogenous treatment variable in such
models since IV does not yield consistent estimates.

Dann

****************************************************
Daniel L. Millimet, Associate Professor
Department of Economics
Box 0496
SMU
Dallas, TX USA
phone: 214.768.3269
fax: 214.768.1821
web: http://faculty.smu.edu/millimet
****************************************************
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Daniel Zerfu
Sent: Monday, November 28, 2005 2:33 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: GMM for panel binary model with binary endogenous variable?

Hello there,

Does anybody have a routine to estimate a GMM for panel binary model
with binary endogenous variable? I know that Stata does not handle this.
So, do you know any routine that works in any other program?

Thanks in advance

Daniel
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