Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity
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Publication:3875185
DOI10.2307/1911112zbMath0435.62109OpenAlexW2058146119MaRDI QIDQ3875185
Robert P. Trost, Lung-fei Lee, G. S. Maddala
Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911112
heteroscedasticitytwo-stage estimationselectivityasymptotic covariance matricesprobit estimationsimulatenous equations modelstobit estimation
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)
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