Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome

DOI10.1016/S0304-4076(98)00091-8MaRDI QIDQ1806693zbMATH OpenOpenAlexWikidataFDO

Authors Thomas A. Mroz

Publication date 8 November 1999

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

Full work available at URL https://doi.org/10.1016/s0304-4076(98)00091-8

zbMATH Keywords

latent variablesmarriagewage differentialsbinary response modelssemiparametric simultaneous equation models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Applications of statistics to social sciences (62P25)

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• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• A Monte Carlo comparison of estimators for censored regression models
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Dummy Endogenous Variables in a Simultaneous Equation System
• Estimation in truncated samples when there is heteroscedasticity
• Generalized Econometric Models with Selectivity
• Maximum Likelihood Estimation of Misspecified Models
• Root-N-Consistent Semiparametric Regression
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Some Approaches to the Correction of Selectivity Bias
• The Relationship Between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data

Cited in

(6)

• Estimating multiple equation hybrid models with endogenous dummy regressors*
• Time and causality: a Monte Carlo assessment of the timing-of-events approach
• Screening for a chronic disease: a multiple stage duration model with partial observability
• Insurance-Induced moral hazard: a dynamic model of within-year medical care decision making under uncertainty
• Dummy Endogenous Variables in Weakly Separable Models
• Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization

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