RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (Q4471126)
From MaRDI portal
scientific article; zbMATH DE number 2076114
Language | Label | Description | Also known as |
---|---|---|---|
English | RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES |
scientific article; zbMATH DE number 2076114 |
Statements
RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (English)
0 references
18 June 2004
0 references
GMM estimator
0 references
instrumental variables
0 references
nonlinear errors in variables
0 references
elliptically symmetric distribution
0 references