Consistent Estimation of Scaled Coefficients (Q3765096)

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scientific article; zbMATH DE number 4022445
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    Consistent Estimation of Scaled Coefficients
    scientific article; zbMATH DE number 4022445

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      Consistent Estimation of Scaled Coefficients (English)
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      1986
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      average derivatives
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      explanatory variable distribution
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      linear regression
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      single index models
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      behavioral derivatives
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      covariance estimators
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      marginal distribution
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      sample covariance estimator
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      instrumental variables slope coefficient vector
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      score vectors
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      limited dependent variable models
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      multiple index models
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      models of selection bias
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      multinomial discrete choice
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      asymptotic distribution
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      instrumental variables estimator
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      asymptotic bias
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