{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,18]],"date-time":"2026-09-18T07:46:01Z","timestamp":1789717561217,"version":"4.0.1"},"reference-count":25,"publisher":"Wiley","issue":"5","license":[{"start":{"date-parts":[[2009,4,24]],"date-time":"2009-04-24T00:00:00Z","timestamp":1240531200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2009,8]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>This paper formulates a likelihood\u2010based estimator for a double\u2010index, semiparametric binary response equation. A novel feature of this estimator is that it is based on density estimation under local smoothing. While the proofs differ from those based on alternative density estimators, the finite sample performance of the estimator is significantly improved. As binary responses often appear as endogenous regressors in continuous outcome equations, we also develop an optimal instrumental variables estimator in this context. For this purpose, we specialize the double\u2010index model for binary response to one with heteroscedasticity that depends on an index different from that underlying the \u2018mean response\u2019. We show that such (multiplicative) heteroscedasticity, whose form is not parametrically specified, effectively induces exclusion restrictions on the outcomes equation. The estimator developed exploits such identifying information. We provide simulation evidence on the favorable performance of the estimators and illustrate their use through an empirical application on the determinants, and affect, of attendance at a government\u2010financed school. Copyright \u00a9 2009 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.1064","type":"journal-article","created":{"date-parts":[[2009,4,24]],"date-time":"2009-04-24T10:17:38Z","timestamp":1240568258000},"page":"735-762","source":"Crossref","is-referenced-by-count":71,"title":["A semiparametric model for binary response and continuous outcomes under index heteroscedasticity"],"prefix":"10.1002","volume":"24","author":[{"given":"Roger","family":"Klein","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Francis","family":"Vella","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2009,7,3]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345986"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(75)90054-8"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(03)00148-9"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(95)01789-5"},{"key":"e_1_2_9_6_1","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00238"},{"key":"e_1_2_9_7_1","doi-asserted-by":"publisher","DOI":"10.2307\/2946645"},{"key":"e_1_2_9_8_1","volume-title":"Introduction to Statistical Pattern Recognition","author":"Fukunaga K","year":"1972"},{"key":"e_1_2_9_9_1","doi-asserted-by":"publisher","DOI":"10.2307\/2951582"},{"key":"e_1_2_9_10_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(93)90114-K"},{"key":"e_1_2_9_11_1","first-page":"3","volume-title":"Nonparametric and Semiparametric Methods in Econometrics and Statistics","author":"Ichimura H","year":"1991"},{"key":"e_1_2_9_12_1","doi-asserted-by":"publisher","DOI":"10.2307\/2951556"},{"key":"e_1_2_9_13_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.843"},{"key":"e_1_2_9_14_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(93)01591-9"},{"key":"e_1_2_9_15_1","doi-asserted-by":"publisher","DOI":"10.2307\/2171884"},{"key":"e_1_2_9_16_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(75)90032-9"},{"key":"e_1_2_9_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(85)90009-0"},{"key":"e_1_2_9_18_1","doi-asserted-by":"publisher","DOI":"10.1086\/209848"},{"key":"e_1_2_9_19_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3950040504"},{"key":"e_1_2_9_20_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913713"},{"key":"e_1_2_9_21_1","doi-asserted-by":"publisher","DOI":"10.1162\/003465303772815727"},{"key":"e_1_2_9_22_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5371(98)00016-5"},{"key":"e_1_2_9_23_1","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316481"},{"key":"e_1_2_9_24_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-3324-9"},{"key":"e_1_2_9_25_1","doi-asserted-by":"publisher","DOI":"10.2307\/2554957"},{"key":"e_1_2_9_26_1","doi-asserted-by":"publisher","DOI":"10.2307\/146308"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.1064","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.1064","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,18]],"date-time":"2023-10-18T00:12:05Z","timestamp":1697587925000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.1064"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,7,3]]},"references-count":25,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2009,8]]}},"alternative-id":["10.1002\/jae.1064"],"URL":"https:\/\/doi.org\/10.1002\/jae.1064","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,7,3]]}}}