Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables

DOI10.2307/2526334MaRDI QIDQ4188637zbMATH OpenOpenAlexWikidataFDO

Authors Forrest D. Nelson, Lawrence Olson

Publication date 1978

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526334

zbMATH Keywords

EstimationLimited Dependent VariablesSimultaneous- Equation ModelsSingle-Equation ModelsSpecificationTwo-Stage Least Squares Estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited in

(21)

• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Specification tests for distributional assumptions in the Tobit model
• A nested Tobit analysis for a sequentially censored regression model
• Bayesian inference in a simultaneous equation model with limited dependent variables
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• A simple test for exogeneity in probit, logit, and Poisson regression models
• SVARs with occasionally-binding constraints
• GMM estimation and uniform subvector inference with possible identification failure
• Hierarchical mean and covariance structure models
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
• Endogeneity in semiparametric panel binary choice model
• Semiparametric estimation of Nelson–Olson simultaneous Tobit model
• IV methods for Tobit models
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• Applications of nonlinear tobit models under endogeneity
• Testing identifying assumptions in Tobit models
• Semiparametric estimation of a bivariate Tobit model
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Tobit models: A survey
• Estimation of cross sectional and panel data censored regression models with endogeneity

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