RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES

DOI10.1081/ETC-100104937zbMath1044.62121MaRDI QIDQ4471126

Shigeru Iwata

Publication date: 18 June 2004

Published in: Econometric Reviews (Search for Journal in Brave)

zbMATH Keywords

instrumental variablesGMM estimatorelliptically symmetric distributionnonlinear errors in variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (1)

Testing parameter significance in instrumental variables probit estimators: some simulation

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