Inconsistency of naive GMM estimation for QR models with endogenous regressors. (Q5958447)
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scientific article; zbMATH DE number 1715448
Language | Label | Description | Also known as |
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English | Inconsistency of naive GMM estimation for QR models with endogenous regressors. |
scientific article; zbMATH DE number 1715448 |
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Inconsistency of naive GMM estimation for QR models with endogenous regressors. (English)
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3 March 2002
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QR models
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Probit
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GMM
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