@techreport{Wilde2005note,
abstract = {Dagenais (1999) and Lucchetti (2002) have demonstrated that the naive GMM estimator
of Grogger (1990) for the probit model with an endogenous regressor is not consistent.
This paper completes their discussion by explaining the reason for the inconsistency and
presenting a natural solution. Furthermore, the resulting GMM estimator is analyzed in a
Monte-Carlo simulation and compared with alternative estimators.},
address = {Halle (Saale)},
author = {Joachim Wilde},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C35; C25; 330; generalized method of moments; probit model; endogenous regressor; Probit-Modell; Momentenmethode; Sch\"{a}tztheorie; Theorie},
language = {eng},
note = {urn:nbn:de:gbv:3:2-5214},
number = {2005,4},
publisher = {Institut f\"{u}r Wirtschaftsforschung Halle (IWH)},
title = {A note on GMM-estimation of probit models  with endogenous regressors},
type = {Diskussionspapiere / Institut f\"{u}r Wirtschaftsforschung Halle},
url = {http://hdl.handle.net/10419/23743},
year = {2005}
}
