The Estimation of a Simultaneous Equation Generalized Probit Model

DOI10.2307/1911443zbMath0387.62087OpenAlexW2016287842WikidataQ60016574 ScholiaQ60016574MaRDI QIDQ4167957

Takeshi Amemiya

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911443

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Semiparametric instrumental variable estimation of simultaneous equation sample selection models, Coherency and estimation in simultaneous models with censored or qualitative dependent variables, Efficient estimation of limited dependent variable models with endogenous explanatory variables, Estimation and inference with censored and ordered multinomial response data, Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors, Limited information estimators and exogeneity tests for simultaneous probit models, A simple test for exogeneity in probit, logit, and Poisson regression models, Multivariate effect priors in bivariate semiparametric recursive Gaussian models, Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables, Partial observability in bivariate probit models, Testing exogeneity in a probit model, Nonseparable sample selection models with censored selection rules, On instrumental variables estimation of causal odds ratios, Some aspects of measurement error in a censored regression model, Political instability and economic growth, POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ² APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL, Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census, Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity, Bayesian Tobit quantile regression with single-index models, An alternative two-step generalized method of moments estimator based on a reduced form model, Civic capital and support for the welfare state, ESTIMATION OF BINARY CHOICE MODELS WITH LINEAR INDEX AND DUMMY ENDOGENOUS VARIABLES, Bayesian inference in a simultaneous equation model with limited dependent variables, Tobit models: A survey, Simultaneous equations with binary outcomes and social interactions, Endogeneity in Semiparametric Panel Binary Choice Model