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Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity - MaRDI portal

Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity (Q3875185)

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Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity
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    Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity (English)
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    1980
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    asymptotic covariance matrices
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    simulatenous equations models
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    selectivity
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    two-stage estimation
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    probit estimation
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    tobit estimation
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    heteroscedasticity
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