Consistent estimation of limited dependent variable models despite misspecification of distribution

DOI10.1016/0304-4076(86)90017-5zbMath0626.62109OpenAlexW2075118838MaRDI QIDQ580866

Paul A. Ruud

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90017-5

zbMATH Keywords

regression functionmisspecificationconsistentslope parametersimperfectly observed dependent variablelimited dependent variables modelsweighted M-estimatorweighted pseudo maximum likelihood estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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