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Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables - MaRDI portal

Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables (Q1076470)

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scientific article; zbMATH DE number 3954136
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Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
scientific article; zbMATH DE number 3954136

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    Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables (English)
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    1986
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    endogenous explanatory variables
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    limited dependent variable
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    models
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    functional form assumptions
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    weighted instrumental variables estimator
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    multivariate normal density
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    semi-non-parametric estimator
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    asymptotic distribution
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