Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
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Publication:1076470
DOI10.1016/0304-4076(86)90015-1zbMath0593.62116OpenAlexW2057756894MaRDI QIDQ1076470
Publication date: 1986
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(86)90015-1
asymptotic distributionmodelslimited dependent variablemultivariate normal densityendogenous explanatory variablesfunctional form assumptionssemi-non-parametric estimatorweighted instrumental variables estimator
Related Items (5)
Specifying and testing econometric models for rank-ordered data ⋮ Estimation of cross sectional and panel data censored regression models with endogeneity ⋮ Adaptive estimation in time series regression models ⋮ Semiparametric estimation of the random utility model with rank-ordered choice data ⋮ Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Symmetrically Trimmed Least Squares Estimation for Tobit Models
- Instrumental Variables Regression with Independent Observations
- Consistent Estimation of Scaled Coefficients
- On unification of the asymptotic theory of nonlinear econometric models
- Specification Tests in Econometrics
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