Standard error correction in two‐stage estimation with nested samples

DOI10.1111/1368-423X.T01-1-00115zbMATH Open1034.62119MaRDI QIDQ4458364FDOQ4458364

Authors: Pinar Karaca-Mandic, Kenneth Train 

Publication date: 17 March 2004

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

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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)

Cites Work

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

Cited In (1)

• Tests for price endogeneity in differentiated product models

Uses Software

• Stata
• hreg

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