RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (Q4471126)
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scientific article; zbMATH DE number 2076114
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| 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)
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18 June 2004
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GMM estimator
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instrumental variables
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nonlinear errors in variables
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elliptically symmetric distribution
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0.8915082
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0.88831055
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0.8785099
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0.8737733
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