Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators |
scientific article; zbMATH DE number 1529233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators |
scientific article; zbMATH DE number 1529233 |
Statements
Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (English)
0 references
29 March 2001
0 references
conditional moment restrictions
0 references
optimal instruments
0 references
k-nearest neighbor estimation
0 references
GHK simulator
0 references
Monte Carlo evidence
0 references
product innovations
0 references
panel probit model
0 references
heteroskedasticity
0 references
0 references
0 references
0 references
0 references
