A simple test for exogeneity in probit, logit, and Poisson regression models

DOI10.1016/0165-1765(90)90082-CzbMath1376.62103OpenAlexW1993663963MaRDI QIDQ1676757

Jeffrey Grogger

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90082-c

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (5)

A note on GMM estimation of probit models with endogenous regressors ⋮ Inconsistency of naive GMM estimation for QR models with endogenous regressors. ⋮ Count Data Models with Correlated Unobserved Heterogeneity ⋮ Simple Tests for Exogeneity of a Binary Explanatory Variable in Count Data Regression Models ⋮ Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors

Cites Work

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• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Limited information estimators and exogeneity tests for simultaneous probit models
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Dummy Endogenous Variables in a Simultaneous Equation System
• The Estimation of a Simultaneous Equation Generalized Probit Model
• Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables

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