Multiperiod Probit Models and Orthogonality Condition Estimation

DOI10.2307/2526113MaRDI QIDQ3308931zbMATH OpenOpenAlexFDO

Authors Robert B. Avery, Lars Peter Hansen, V. Joseph Hotz

Publication date 1983

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526113

zbMATH Keywords

multiperiod probit modelsorthogonality condition estimationquasi- maximum likelihood estimateserial correlation of errors

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20)

Cited in

(7)

• Convenient estimators for the panel probit model
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
• Predicting a recession: Evidence from the yield curve in the presence of structural breaks
• Efficiency results of MLE and GMM estimation with sampling weights
• Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation
• A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
• A note on GMM estimation of probit models with endogenous regressors

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