Pages that link to "Item:Q1097623"
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The following pages link to Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623):
Displayed 12 items.
- Some aspects of measurement error in a censored regression model (Q685919) (← links)
- Identification and estimation of dynamic models with a time series of repeated cross-sections (Q689435) (← links)
- Limited information estimators and exogeneity tests for simultaneous probit models (Q1118322) (← links)
- The potential for efficiency gains in estimation from the use of additional moment restrictions (Q1194035) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- Semiparametric instrumental variable estimation of simultaneous equation sample selection models (Q1341182) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- Lending cycles (Q1377307) (← links)
- Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298) (← links)
- Political instability and economic growth (Q5928165) (← links)