Limited information estimators and exogeneity tests for simultaneous probit models

Journal of Econometrics

Volumn 39, Issue 3, 1988, Pages 347-366

  Rivers, Douglas ^a   Vuong, Quang H ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45449123614     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(88)90063-2     Document Type: Article

References (18)

1. The estimation of a simultaneous equation generalized probit model
2. Asymptotic results for generalized Wald tests
3. A simple derivation of the limited information maximum likelihood estimator
4. Specification tests in econometrics
5. Dummy endogenous variables in a simultaneous equation system
6. A remark on Hausman's specification tests
7. Some useful equivalence properties of Hausman's test
8. Testing for exogeneity within a limited information framework
9. Simultaneous equation models with discrete and censored dependent variables
10. Maximum likelihood specification testing and conditional moment tests
11. Efficient estimation of limited dependent variable models with endogenous explanatory variables
12. A note on the information matrix of the multivariate normal distribution
13. Limited information estimators and exogeneity tests for simultaneous probit models
14. An exogeneity test for a simultaneous equation tobit model with an application to labor supply
15. Two-stage conditional maximum likelihood estimation of econometric models
16. Generalized inverses and asymptotic properties of Wald tests
17. Tests of statistical hypotheses concerning several parameters when the number of observations is large