A note on GMM-estimation of probit models with endogenous regressors / Joachim Wilde

Kurzanzeige
cbs.date.changed2021-02-17
cbs.date.creation2005-10-13
cbs.picatypeOa
cbs.publication.displayformHalle : Inst. für Wirtschaftsforschung, 2005
dc.contributor.authorWilde, Joachim
dc.date.accessioned2025-06-03T08:05:27Z
dc.date.issued2005
dc.description.abstractDagenais (1999) and Lucchetti (2002) have demonstrated that the naive GMM estimator of Grogger (1990) for the probit model with an endogenous regressor is not consistent. This paper completes their discussion by explaining the reason for the inconsistency and presenting a natural solution. Furthermore, the resulting GMM estimator is analyzed in a Monte-Carlo simulation and compared with alternative estimators.de
dc.format.extentOnline-Ressource (Text, 76 KB)
dc.genrebook
dc.identifier.ppn500984093
dc.identifier.urihttps://epflicht.bibliothek.uni-halle.de/handle/123456789/15879
dc.identifier.urnurn:nbn:de:gbv:3:2-5214
dc.identifier.vl-id1668
dc.language.isoeng
dc.publisherInst. für Wirtschaftsforschung
dc.relation.ispartofseriesIWH-Diskussionspapiere ; 2005,4 ppn:37244492X
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc330
dc.titleA note on GMM-estimation of probit models with endogenous regressors / Joachim Wilde
dc.typeBook
dspace.entity.typeMonograph
local.accessrights.itemAnonymous
local.openaccesstrue

Dateien

Originalbündel
Gerade angezeigt 1 - 1 von 1
Vorschaubild
Name:
urn_nbn_de_gbv_3_2-5214.pdf
Größe:
75.63 KB
Format:
Adobe Portable Document Format
Beschreibung:
A note on GMM-estimation of probit models with endogenous regressors
Herunterladen

Sammlungen

E-Book