Heckman, James J.

Dummy Endogenous Variables in a Simultaneous Equation System / James J. Heckman. - Cambridge, Mass. National Bureau of Economic Research 1977. - 1 online resource: illustrations (black and white); - NBER working paper series no. w0177 . - Working Paper Series (National Bureau of Economic Research) no. w0177. .

May 1977.

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.




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