Limited information estimators and exogeneity tests for simultaneous probit models

DOI10.1016/0304-4076(88)90063-2zbMath0668.62081OpenAlexW1972048474MaRDI QIDQ1118322

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20170919-133926717

zbMATH Keywords

Monte Carlo Cramér-Rao lower bound local asymptotic power limited information maximum likelihood estimator estimating simultaneous probit models Finite sample comparisons tests for exogeneity two-step maximum likelihood procedure

Mathematics Subject Classification ID

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

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