Probit with Dependent Observations

DOI10.2307/2297407MaRDI QIDQ3798043zbMATH OpenOpenAlexFDO

Authors Dale J. Poirier, Paul A. Ruud

Publication date 1988

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297407

zbMATH Keywords

dependent observationsestimation of limited dependent variable modelsgeneralized conditional moment estimatorsmaximum likelihood estimatororthogonality conditionsprobit model

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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(22)

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• Estimation of spatial sample selection models: a partial maximum likelihood approach
• Third-order inference for autocorrelation in nonlinear regression models
• Kernel estimation of hazard functions when observations have dependent and common covariates
• On the Cost of Partial Observability in the Bivariate Probit Model
• Proportional Projections in Limited Dependent Variable Models
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• Estimation of the correlation coefficient in a bivariate probit model using the method of moments
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
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• Dynamic time series binary choice
• Partial maximum likelihood estimation of spatial probit models
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior
• Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
• Estimation of disequilibrium and limited dependent variable models with serially dependent residuals

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