Probit with Dependent Observations

DOI10.2307/2297407zbMath0652.62026OpenAlexW2160230103MaRDI QIDQ3798043

Dale J. Poirier, Paul A. Ruud

Publication date: 1988

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297407

zbMATH Keywords

probit modelmaximum likelihood estimatordependent observationsorthogonality conditionsestimation of limited dependent variable modelsgeneralized conditional moment estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Linear inference, regression (62J99)

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