Limited information estimators and exogeneity tests for simultaneous probit models
Douglas Rivers,Quang Vuong +1 more
1.8K
TL;DR: In this paper, a two-step maximum likelihood procedure is proposed for estimating simultaneous probit models and is compared to alternative limited information estimators, conditions under which each estimator attains the Cramer-Rao lower bound are obtained.
read more
About: This article is published in Journal of Econometrics. The article was published on 01 Nov 1988. and is currently open access. The article focuses on the topics: Estimator & Probit model.
read more
Chat with Paper
AI Agents for this Paper
Find similar papers on Google Scholar, PubMed and Arxiv
Write a critical review of this paper
Analyze citations of this paper to find unaddressed research gaps
Citations
•Dissertation
Grèves, conflits du travail et performances des entreprises en France
Jeremy Tanguy
- 06 Dec 2012
TL;DR: The authors propose trois essais empiriques consacres a l'analyse des greves en France, a partir de donnees recentes d'etablissements et d'entreprises and l'utilisation of methodes econometriques variees.
8
Information Content of Advertising
Simon P. Anderson,Federico Ciliberto,Jurate Liaukonyte +2 more
- 01 Jan 2010
TL;DR: In this article, the authors study how much information consumers include in their advertisements and what determines their choices, using a dataset of advertisement videos from the Over the Counter Analgesics in the US between 2001 and 2005.
8
The determinants of laws restricting youth access to tobacco
TL;DR: In this article, the authors studied the effect of state-level anti-smoking laws on the demand for tobacco products among adolescents. And they found that states more likely to adopt youth access restrictions tend to have higher per capita income and per capita cigarette consumption.
8
A statistical model of annual migration counts for rural municipalities
Johannes Klotz
- 01 Jan 2014
TL;DR: In this paper, a poisson-prozessentliche anahme of stochastische modelle von Zahldaten in der Demographie an Popularitat gewonnen.
8
Access to credit and investment decisions of small‐ and medium‐sized enterprises in China
TL;DR: In this article, the authors examine the likelihood of gaining access to credit by firms, and find that size and exporting appear to be the key characteristics for investment decisions, together with size, with the greatest impact on the likelihood to invest.
References
Specification Tests in Econometrics
TL;DR: In this article, the null hypothesis of no misspecification was used to show that an asymptotically efficient estimator must have zero covariance with its difference from a consistent but asymptonically inefficient estimator, and specification tests for a number of model specifications in econometrics.
Dummy Endogenous Variables in a Simultaneous Equation System
TL;DR: In this article, the authors considered the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables and proposed a statistical model that is sufficiently rich to encompass the classical simultaneous equation model for continuous endogenous variable and more recent models for purely discrete endogenous variables as special cases of a more general model.
Generalized Inverse of Matrices and Its Applications
TL;DR: In this article, the generalized inverse of matrices and its applications are discussed and discussed in terms of generalized inverse of matrix and its application in the context of generalization of matrix matrices.
2.4K
•Posted Content
Dummy Endogenous Variables in a Simultaneous Equation System
TL;DR: In this article, the authors considered the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables and proposed a statistical model that is sufficiently rich to encompass the classical simultaneous equation model for continuous endogenous variable and more recent models for purely discrete endogenous variables as special cases of a more general model.
1.6K
Related Papers (5)
G. S. Maddala
- 01 Jan 1983