Testing parameter significance in instrumental variables probit estimators: some simulation (Q4925426)

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scientific article; zbMATH DE number 6174333
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Testing parameter significance in instrumental variables probit estimators: some simulation
scientific article; zbMATH DE number 6174333

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    Testing parameter significance in instrumental variables probit estimators: some simulation (English)
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    12 June 2013
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    probit
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    GMM
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    instrumental variables
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    Monte Carlo
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    significance tests
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    dichotomous choice
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    endogenous regressors
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    generalized linear model
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    binary response
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