LIMITED INFORMATION ESTIMATORS AND EXOGENEITY TESTS FOR SIMULTANEOUS PROBIT MODELS

被引：794

作者：

RIVERS, D ^{[1
]}

VUONG, QH ^{[1
]}

机构：

[1] UNIV SO CALIF,LOS ANGELES,CA 90089

来源：

JOURNAL OF ECONOMETRICS | 1988年 / 39卷 / 03期

关键词：

D O I：

10.1016/0304-4076(88)90063-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：347 / 366

页数：20

共 18 条

[1] ESTIMATION OF A SIMULTANEOUS EQUATION GENERALIZED PROBIT MODEL [J].

AMEMIYA, T .

ECONOMETRICA, 1978, 46 (05) :1193-1205

[2]

Andrews D. W. K., 1987, ECONOMET THEOR, V3, P348, DOI DOI 10.1017/S0266466600010434

[3] A SIMPLE DERIVATION OF THE LIMITED INFORMATION MAXIMUM-LIKELIHOOD ESTIMATOR [J].

GODFREY, LG ;

WICKENS, MR .

ECONOMICS LETTERS, 1982, 10 (3-4) :277-283

[4] SPECIFICATION TESTS IN ECONOMETRICS [J].

HAUSMAN, JA .

ECONOMETRICA, 1978, 46 (06) :1251-1271

[5] DUMMY ENDOGENOUS VARIABLES IN A SIMULTANEOUS EQUATION SYSTEM [J].

HECKMAN, JJ .

ECONOMETRICA, 1978, 46 (04) :931-959

[6] SOME USEFUL EQUIVALENCE PROPERTIES OF HAUSMANS TEST [J].

HOLLY, A ;

MONFORT, A .

ECONOMICS LETTERS, 1986, 20 (01) :39-43

[7] A REMARK ON HAUSMAN SPECIFICATION TEST [J].

HOLLY, A .

ECONOMETRICA, 1982, 50 (03) :749-759

[8]

HOLLY H, 1982, CAHIER U LAUSANNE, V820

[9]

LEE LF, 1981, STRUCTURAL ANAL DISC

[10]

Newey W., 1987, J ECONOMETRICS, V36, P230

← 1 2 →