Consistent estimation of limited dependent variable models despite misspecification of distribution
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Cites work
- scientific article; zbMATH DE number 3822936 (Why is no real title available?)
- A semi-parametric censored regression estimator
- Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
- Closest Empirical Distribution Estimation
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- Estimation of dynamic limited-dependent rational expectations models.
- Generalized Econometric Models with Selectivity
- Large Sample Properties of Generalized Method of Moments Estimators
- Least absolute deviations estimation for the censored regression model
- Maximum Likelihood Estimation of Misspecified Models
- Maximum score estimation of the stochastic utility model of choice
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- On unification of the asymptotic theory of nonlinear econometric models
- Proportional Projections in Limited Dependent Variable Models
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Relations between Weak and Uniform Convergence of Measures with Applications
- Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
- The identification of a particular nonlinear time series system
Cited in
(23)- Misclassification in binary choice models
- Weighted Minimum Mean-Square Distance from Independence Estimation
- Semiparametric estimation of the random utility model with rank-ordered choice data
- Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
- Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- Median regression for ordered discrete response
- Efficient specification tests for limited dependent variable models
- Binary outcomes, OLS, 2SLS and IV probit
- Consistency of two-step sample selection estimators despite misspecification of distribution
- Two-step series estimation of sample selection models
- Proportional Projections in Limited Dependent Variable Models
- Specifying and testing econometric models for rank-ordered data
- Distribution-free and link-free estimation for the sample selection model
- Consistent estimation of limited dependent variable models despite misspecification of distribution
- Bivariate non-normality in the sample selection model
- Semiparametrically efficient estimation of the average linear regression function
- Recent contributions to censored regression models
- Probit with Dependent Observations
- Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
- A MODIFIED AVERAGE DERIVATIVES ESTIMATOR
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