Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
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Cites work
- A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
- A Computationally Practical Simulation Estimator for Panel Data
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Consistent nonparametric regression. Discussion
- Convenient estimators for the panel probit model
- Efficient estimation of panel data models with sequential moment restrictions
- Efficient Instrumental Variables Estimation of Nonlinear Models
- scientific article; zbMATH DE number 3112231 (Why is no real title available?)
- scientific article; zbMATH DE number 3816888 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- Hypothesis Testing with Efficient Method of Moments Estimation
- Information Theoretic Approaches to Inference in Moment Condition Models
- Large Sample Properties of Generalized Method of Moments Estimators
- Multiperiod Probit Models and Orthogonality Condition Estimation
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Random Numbers Generated by Linear Recurrence Modulo Two
- Simulation and the Asymptotics of Optimization Estimators
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Simulation-based inference. A survey with special reference to panel data models
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Cited in
(7)- Technological heterogeneity and corporate investment
- Simulated classical tests in multinomial probit models
- A Monte Carlo simulation study for (GLS) and (GMM) estimation
- Estimating multiple equation hybrid models with endogenous dummy regressors*
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
- A note on GMM estimation of probit models with endogenous regressors
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