Estimating multiple equation hybrid models with endogenous dummy regressors*

DOI10.1111/J.1467-9574.2004.00122.XzbMATH Open1059.62124OpenAlexW2025322955MaRDI QIDQ4671012FDOQ4671012

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

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Mathematics Subject Classification ID

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

Cites Work

• Approximation Theorems of Mathematical Statistics
• Title not available (Why is that?)
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• 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
• Bayesian inference in a simultaneous equation model with limited dependent variables
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
• Simultaneity in multiple equation hybrid models with endogenous dummy regressors

Cited In (8)

• 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
• Dealing with Endogeneity in Regression Models with Dynamic Coefficients
• Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
• Identification of multiple equation probit models with endogenous dummy regressors

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