Estimation of limited dependent variable models by ordinary least squares and the method of moments (Q1838267): Difference between revisions

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+On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
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+Sample Selection Bias as a Specification Error
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+Approximating a Truncated Normal Regression with the Method of Moments
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+Estimation of the Two-Limit Probit Regression Model
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+Using Least Squares to Approximate Unknown Regression Functions
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Publication:1838267