Estimating multiple equation hybrid models with endogenous dummy regressors*

DOI10.1111/j.1467-9574.2004.00122.xzbMath1059.62124OpenAlexW2025322955MaRDI QIDQ4671012

Joachim Wilde

Publication date: 23 April 2005

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2004.00122.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)

Cites Work

• Unnamed Item
• Bayesian inference in a simultaneous equation model with limited dependent variables
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Identification of multiple equation probit models with endogenous dummy regressors
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
• Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
• Simultaneity in multiple equation hybrid models with endogenous dummy regressors
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• Approximation Theorems of Mathematical Statistics

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