Standard error correction in two‐stage estimation with nested samples

DOI10.1111/1368-423X.T01-1-00115zbMath1034.62119MaRDI QIDQ4458364

Kenneth Train, Pinar Karaca-Mandic

Publication date: 17 March 2004

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

zbMATH Keywords

standard errorstwo-stage estimationmixed logit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Tests for price endogeneity in differentiated product models

Uses Software

• Stata
• hreg

Cites Work

• On a two-step estimation of a multivariate logit model
• Sample Selection Bias as a Specification Error

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