Estimating multiple equation hybrid models with endogenous dummy regressors*

DOI10.1111/J.1467-9574.2004.00122.XMaRDI QIDQ4671012zbMATH OpenOpenAlexFDO

Authors Joachim Wilde

Publication date 23 April 2005

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.2004.00122.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)

Recommendations

• Identification of multiple equation probit models with endogenous dummy regressors
• Dummy Endogenous Variables in Weakly Separable Models
• Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
• A note on the identification in two equations probit model with dummy endogenous regressor
• Distribution-free estimation of the random coefficient dummy endogenous variable model
• Identification in a generalization of bivariate probit models with dummy endogenous regressors

Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Bayesian inference in a simultaneous equation model with limited dependent variables
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
• Identification of multiple equation probit models with endogenous dummy regressors
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• Simultaneity in multiple equation hybrid models with endogenous dummy regressors

Cited in

(8)

• Identification of multiple equation probit models with endogenous dummy regressors
• A location model with an endogenous dummy variable
• Simultaneity in multiple equation hybrid models with endogenous dummy regressors
• Solving endogeneity problems in multilevel estimation: an example using education production functions
• Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors
• Dummy Endogenous Variables in Weakly Separable Models
• Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
• Dealing with Endogeneity in Regression Models with Dynamic Coefficients

This page was built for publication: Estimating multiple equation hybrid models with endogenous dummy regressors*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4671012)