Testing parameter significance in instrumental variables probit estimators: Some simulation

Journal of Statistical Computation and Simulation

Volumn 82, Issue 10, 2012, Pages 1415-1436

  Adkins, Lee C ^a  

^a OKLAHOMA STATE UNIVERSITY   (United States)

Author keywords

binary response; dichotomous choice; endogenous regressors; generalized linear model; GMM; instrumental variables; Monte Carlo; probit; significance tests

Indexed keywords

EID: 84864193164     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949655.2011.580344     Document Type: Article

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