Standard error correction in two‐stage estimation with nested samples

DOI10.1111/1368-423X.T01-1-00115MaRDI QIDQ4458364zbMATH OpenFDO

Authors Pinar Karaca-Mandic, Kenneth Train

Publication date 17 March 2004

Published in Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

two-stage estimationmixed logitstandard errors

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• On a two-step estimation of a multivariate logit model
• Sample Selection Bias as a Specification Error

Cited in

(1)

• Tests for price endogeneity in differentiated product models

Describes a project that uses

Uses Software

• Stata
• hreg

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