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Volumn 97, Issue 2, 2000, Pages 227-259

Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

Author keywords

Conditional moment restrictions; GHK simulator; Heteroskedasticity; k nearest neighbor estimation; Optimal instruments; Panel probit model

Indexed keywords


EID: 0001073812     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00070-6     Document Type: Article
Times cited : (15)

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