메뉴 건너뛰기




Volumn 11, Issue 2, 2011, Pages 159-206

Fitting fully observed recursive mixed-process models with cmp

Author keywords

cmp; Conditional mixed process models; Geweke hajivassiliou keane algorithm; ghk2; Recursive mixed process models; Seemingly unrelated regression; st0224

Indexed keywords


EID: 79960797583     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1101100202     Document Type: Article
Times cited : (963)

References (38)
  • 1
    • 0000171461 scopus 로고
    • Regression analysis when the dependent variable is truncated normal
    • Amemiya, T. 1973. Regression analysis when the dependent variable is truncated normal. Econometrica 41: 997-1016.
    • (1973) Econometrica , vol.41 , pp. 997-1016
    • Amemiya, T.1
  • 2
    • 0000171461 scopus 로고
    • Multivariate regression and simultaneous equation models when the dependent variables are truncated normal
    • Amemiya, T. 1974. Multivariate regression and simultaneous equation models when the dependent variables are truncated normal. Econometrica 42: 999-1012.
    • (1974) Econometrica , vol.42 , pp. 999-1012
    • Amemiya, T.1
  • 3
    • 0001418630 scopus 로고
    • The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations
    • Anderson, T. W., and H. Rubin. 1950. The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics 21: 570-582.
    • (1950) Annals of Mathematical Statistics , vol.21 , pp. 570-582
    • Anderson, T.W.1    Rubin, H.2
  • 4
    • 0032599750 scopus 로고    scopus 로고
    • A practical technique to estimate multinomial probit models in transportation
    • Bolduc, D. 1999. A practical technique to estimate multinomial probit models in transportation. Transportation Research, Part B 33: 63-79.
    • (1999) Transportation Research, Part B , vol.33 , pp. 63-79
    • Bolduc, D.1
  • 5
    • 0002536885 scopus 로고
    • Estimability in the multinomial probit model
    • Bunch, D. S. 1991. Estimability in the multinomial probit model. Transportation Research, Part B 25: 1-12.
    • (1991) Transportation Research, Part B , vol.25 , pp. 1-12
    • Bunch, D.S.1
  • 6
    • 77955020337 scopus 로고    scopus 로고
    • Fitting and interpreting Cragg's tobit alternative using Stata
    • Burke, W. J. 2009. Fitting and interpreting Cragg's tobit alternative using Stata. Stata Journal 9: 584-592.
    • (2009) Stata Journal , vol.9 , pp. 584-592
    • Burke, W.J.1
  • 7
    • 24944505884 scopus 로고    scopus 로고
    • Multivariate probit regression using simulated maximum likelihood
    • Cappellari, L., and S. P. Jenkins. 2003. Multivariate probit regression using simulated maximum likelihood. Stata Journal 3: 278-294.
    • (2003) Stata Journal , vol.3 , pp. 278-294
    • Cappellari, L.1    Jenkins, S.P.2
  • 8
    • 36849056599 scopus 로고    scopus 로고
    • Maximum likelihood and two-step estimation of an ordered-probit selection model
    • Chiburis, R., and M. Lokshin. 2007. Maximum likelihood and two-step estimation of an ordered-probit selection model. Stata Journal 7: 167-182.
    • (2007) Stata Journal , vol.7 , pp. 167-182
    • Chiburis, R.1    Lokshin, M.2
  • 10
    • 33746265798 scopus 로고    scopus 로고
    • Generating Halton sequences using Mata
    • Drukker, D. M., and R. Gates. 2006. Generating Halton sequences using Mata. Stata Journal 6: 214-228.
    • (2006) Stata Journal , vol.6 , pp. 214-228
    • Drukker, D.M.1    Gates, R.2
  • 11
    • 33746256435 scopus 로고    scopus 로고
    • A Mata Geweke-Hajivassiliou-Keane multivariate normal simulator
    • Gates, R. 2006. A Mata Geweke-Hajivassiliou-Keane multivariate normal simulator. Stata Journal 6: 190-213.
    • (2006) Stata Journal , vol.6 , pp. 190-213
    • Gates, R.1
  • 12
    • 0001341675 scopus 로고
    • Numerical computation of multivariate normal probabilities
    • Genz, A. 1992. Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics 1: 141-149.
    • (1992) Journal of Computational and Graphical Statistics , vol.1 , pp. 141-149
    • Genz, A.1
  • 13
    • 0001667705 scopus 로고
    • Bayesian inference in econometric models using Monte Carlo integration
    • Geweke, J. 1989. Bayesian inference in econometric models using Monte Carlo integration. Econometrica 57: 1317-1339.
    • (1989) Econometrica , vol.57 , pp. 1317-1339
    • Geweke, J.1
  • 15
    • 0032343987 scopus 로고    scopus 로고
    • Gender economic courses in liberal arts colleges: Further results
    • Greene, W. H. 1998. Gender economic courses in liberal arts colleges: Further results. Journal of Economic Education 29: 291-300.
    • (1998) Journal of Economic Education , vol.29 , pp. 291-300
    • Greene, W.H.1
  • 16
    • 0004296209 scopus 로고    scopus 로고
    • 6th ed. Upper Saddle River, NJ: Prentice Hall
    • Greene, W. H. 2008. Econometric Analysis. 6th ed. Upper Saddle River, NJ: Prentice Hall.
    • (2008) Econometric Analysis
    • Greene, W.H.1
  • 17
    • 0001015476 scopus 로고    scopus 로고
    • The method of simulated scores for the estimation of LDV models
    • Hajivassiliou, V. A., and D. L. McFadden. 1998. The method of simulated scores for the estimation of LDV models. Econometrica 66: 863-896.
    • (1998) Econometrica , vol.66 , pp. 863-896
    • Hajivassiliou, V.A.1    McFadden, D.L.2
  • 18
    • 79955663723 scopus 로고
    • The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models
    • Heckman, J. J. 1976. The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models. Annals of Economic and Social Measurement 5: 120-137. http://www.nber.org/chapters/c10494.
    • (1976) Annals of Economic and Social Measurement , vol.5 , pp. 120-137
    • Heckman, J.J.1
  • 19
    • 0000011585 scopus 로고
    • Dummy endogenous variables in a simultaneous equation system
    • Heckman, J. J. 1978. Dummy endogenous variables in a simultaneous equation system. Econometrica 46: 931-959.
    • (1978) Econometrica , vol.46 , pp. 931-959
    • Heckman, J.J.1
  • 20
    • 0001722619 scopus 로고
    • A note on identification in the multinomial probit model
    • Keane, M. P. 1992. A note on identification in the multinomial probit model. Journal of Business and Economic Statistics 10: 193-200.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 193-200
    • Keane, M.P.1
  • 21
    • 0002621109 scopus 로고
    • A computationally practical simulation estimator for panel data
    • Keane, M. P. 1994. A computationally practical simulation estimator for panel data. Econometrica 62: 95-116.
    • (1994) Econometrica , vol.62 , pp. 95-116
    • Keane, M.P.1
  • 22
    • 0000411717 scopus 로고
    • Two-stage least squares and econometric systems linear in parameters but nonlinear in the endogenous variables
    • Kelejian, H. H. 1971. Two-stage least squares and econometric systems linear in parameters but nonlinear in the endogenous variables. Journal of the American Statistical Association 66: 373-374.
    • (1971) Journal of the American Statistical Association , vol.66 , pp. 373-374
    • Kelejian, H.H.1
  • 27
    • 0347448532 scopus 로고
    • Some consequences of viewing LIML as an iterated Aitken estimator
    • Pagan, A. 1979. Some consequences of viewing LIML as an iterated Aitken estimator. Economics Letters 3: 369-372.
    • (1979) Economics Letters , vol.3 , pp. 369-372
    • Pagan, A.1
  • 28
    • 0032454798 scopus 로고    scopus 로고
    • The impact of group-based credit programs on poor households in Bangladesh: Does the gender of participants matter?
    • Pitt, M. M., and S. R. Khandker. 1998. The impact of group-based credit programs on poor households in Bangladesh: Does the gender of participants matter? Journal of Political Economy 106: 958-996.
    • (1998) Journal of Political Economy , vol.106 , pp. 958-996
    • Pitt, M.M.1    Khandker, S.R.2
  • 29
    • 0013105470 scopus 로고    scopus 로고
    • Reliable estimation of generalized linear mixed models using adaptive quadrature
    • Rabe-Hesketh, S., A. Skrondal, and A. Pickles. 2002. Reliable estimation of generalized linear mixed models using adaptive quadrature. Stata Journal 2: 1-21.
    • (2002) Stata Journal , vol.2 , pp. 1-21
    • Rabe-Hesketh, S.1    Skrondal, A.2    Pickles, A.3
  • 30
    • 45449123614 scopus 로고
    • Limited information estimators and exogeneity tests for simultaneous probit models
    • Rivers, D., and Q. H. Vuong. 1988. Limited information estimators and exogeneity tests for simultaneous probit models. Journal of Econometrics 39: 347-366.
    • (1988) Journal of Econometrics , vol.39 , pp. 347-366
    • Rivers, D.1    Vuong, Q.H.2
  • 33
    • 0001824566 scopus 로고
    • Constraints on the parameters in simultaneous tobit and probit models
    • ed. C. F. Manski and D. McFadden. Cambridge, MA: MIT Press
    • Schmidt, P. 1981. Constraints on the parameters in simultaneous tobit and probit models. In Structural Analysis of Discrete Data with Econometric Applications, ed. C. F. Manski and D. McFadden. Cambridge, MA: MIT Press.
    • (1981) Structural Analysis of Discrete Data with Econometric Applications
    • Schmidt, P.1
  • 34
    • 0001337623 scopus 로고
    • An exogeneity test for a simultaneous equation Tobit model with an application to labor supply
    • Smith, R. J., and R. W. Blundell. 1986. An exogeneity test for a simultaneous equation Tobit model with an application to labor supply. Econometrica 54: 679-685.
    • (1986) Econometrica , vol.54 , pp. 679-685
    • Smith, R.J.1    Blundell, R.W.2
  • 35
    • 0000175291 scopus 로고
    • Estimation of relationships for limited dependent variables
    • Tobin, J. 1958. Estimation of relationships for limited dependent variables. Econometrica 26: 24-36.
    • (1958) Econometrica , vol.26 , pp. 24-36
    • Tobin, J.1
  • 37
    • 0034369087 scopus 로고    scopus 로고
    • Identification of multiple equation probit models with endogenous dummy regressors
    • Wilde, J. 2000. Identification of multiple equation probit models with endogenous dummy regressors. Economics Letters 69: 309-312.
    • (2000) Economics Letters , vol.69 , pp. 309-312
    • Wilde, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.