Coherency and estimation in simultaneous models with censored or qualitative dependent variables

DOI10.1016/0304-4076(94)90069-8zbMath0806.62094OpenAlexW2117651917MaRDI QIDQ1341200

Richard Blundell, Richard J. Smith

Publication date: 16 February 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90069-8

zbMATH Keywords

discrete modelsnonlinear modelsconditional maximum likelihoodcensored modelscoherency conditionsimultaneous generalized selectivity modelssimultaneous limited dependent variable modelssimultaneous probitsimultaneous qualitative dependent variable modelssimultaneous tobitstructural model of household labour supply

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99)

Related Items (10)

Estimation of quantity games in the presence of indivisibilities and heterogeneous firms ⋮ Censored regression quantiles with endogenous regressors ⋮ A control function approach to estimate panel data binary response model ⋮ Smooth transition simultaneous equation models ⋮ Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate ⋮ Estimation of the female labor supply models by Heckman's two-step estimator and the maximum likelihood estimator. ⋮ Estimating multiple equation hybrid models with endogenous dummy regressors* ⋮ Semiparametric estimation of a simultaneous game with incomplete information ⋮ Bias corrections for two-step fixed effects panel data estimators ⋮ Bayesian inference in a simultaneous equation model with limited dependent variables

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