Estimation of limited dependent variable models by ordinary least squares and the method of moments
Publication:1838267
DOI10.1016/0304-4076(83)90013-1zbMath0509.62104OpenAlexW2031803719MaRDI QIDQ1838267
Publication date: 1983
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(83)90013-1
maximum likelihood estimatormethod of momentsordinary least squaresprobittobittruncated regressionasymptotic covariance matricesestimation of limited dependent variable modelstwo-limit probit
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
Related Items (8)
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Using Least Squares to Approximate Unknown Regression Functions
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- Approximating a Truncated Normal Regression with the Method of Moments
- Estimation of the Two-Limit Probit Regression Model
- Sample Selection Bias as a Specification Error
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