Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623)
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scientific article; zbMATH DE number 4034950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of limited dependent variable models with endogenous explanatory variables |
scientific article; zbMATH DE number 4034950 |
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Efficient estimation of limited dependent variable models with endogenous explanatory variables (English)
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1987
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normally distributed disturbances
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probit
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tobit
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two-stage estimators
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asymptotically efficient estimation
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limited dependent variable models
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endogenous explanatory variables
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asymptotic efficiency
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Amemiya GLS estimators
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reduced form coefficients
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reduced form residuals
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modified minimum chi-square method
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