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

DOI10.1016/S0304-4076(98)00091-8zbMATH Open0951.62096OpenAlexW2090318591WikidataQ52031849 ScholiaQ52031849MaRDI QIDQ1806693FDOQ1806693

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

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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)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
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• Semiparametric estimation of censored selection models with a nonparametric selection mechanism
• Generalized Econometric Models with Selectivity
• Root-N-Consistent Semiparametric Regression
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• Some Approaches to the Correction of Selectivity Bias
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Title not available (Why is that?)
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Dummy Endogenous Variables in a Simultaneous Equation System
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Title not available (Why is that?)
• A Monte Carlo comparison of estimators for censored regression models
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• The Relationship Between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data
• Estimation in truncated samples when there is heteroscedasticity

Cited In (6)

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

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