Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558)
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scientific article; zbMATH DE number 1529233
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| English | Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators |
scientific article; zbMATH DE number 1529233 |
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Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (English)
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29 March 2001
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conditional moment restrictions
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optimal instruments
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k-nearest neighbor estimation
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GHK simulator
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Monte Carlo evidence
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product innovations
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panel probit model
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heteroskedasticity
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0.8305292129516602
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0.8053027987480164
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0.7702671885490417
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0.7679418921470642
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