Efficient estimation of limited dependent variable models with endogenous explanatory variables

Journal of Econometrics

Volumn 36, Issue 3, 1987, Pages 231-250

  Newey, Whitney K ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 45949115029     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(87)90001-7     Document Type: Article

References (18)

1. The estimation of a simultaneous equation generalized probit model
2. The estimation of a simultaneous equation Tobit model
3. A comparison of the Amemiya GLS and the Lee-Maddala-Trost G2SLS in a simultaneous-equations Tobit model
4. Estimation in the simultaneous equation Tobit model
5. Improving the efficiency of probit estimators
6. A method of generating best asymptotically normal estimates with an application to the estimation of bacterial densities
7. Sufficient linear structures Econometric applications
8. Specification and estimation of simultaneous equation models
9. Dummy endogenous variables in a simultaneous equations system
10. The behaviour of maximum likelihood estimates under nonstandard conditions
11. Simultaneous equations models with discrete and censored variables
12. Specification and estimation of a simultaneous equation model with limited dependent variables
13. A method of moments interpretation of sequential estimators
14. Maximum likelihood specification testing and conditional moment tests
15. Semiparametric estimation of limited dependent variable models with endogenous explanatory variables
16. Limited information estimators and exogeneity tests for simultaneous probit models
17. Efficient estimation with a priori information
18. An exogeneity test for the simultaneous equation Tobit model with an application to labor supply