Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
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Publication:1586558
DOI10.1016/S0304-4076(99)00070-6zbMath0957.62103OpenAlexW1518455252MaRDI QIDQ1586558
Publication date: 29 March 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00070-6
heteroskedasticityconditional moment restrictionsproduct innovationsoptimal instrumentsGHK simulatork-nearest neighbor estimationpanel probit modelMonte Carlo evidence
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Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ Simulated classical tests in multinomial probit models ⋮ Estimating multiple equation hybrid models with endogenous dummy regressors*
Uses Software
Cites Work
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