Testing parameter significance in instrumental variables probit estimators: some simulation

DOI10.1080/00949655.2011.580344zbMath1431.62574OpenAlexW2047256519MaRDI QIDQ4925426

Lee C. Adkins

Publication date: 12 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.580344

zbMATH Keywords

Monte CarloGMMinstrumental variablesprobitgeneralized linear modelsignificance testsbinary responsedichotomous choiceendogenous regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Generalized linear models (logistic models) (62J12)

Uses Software

• LIMDEP
• Stata

Cites Work

• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Limited information estimators and exogeneity tests for simultaneous probit models
• Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Instrumental Variables Regression with Weak Instruments
• Estimation of sample selection bias models
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
• Endogeneity in Semiparametric Binary Response Models

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