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dc.contributor.authorWilde, Joachimen_US
dc.date.accessioned2009-01-30T12:01:21Z-
dc.date.available2009-01-30T12:01:21Z-
dc.date.issued2005en_US
dc.identifier.piurn:nbn:de:gbv:3:2-5214-
dc.identifier.urihttp://hdl.handle.net/10419/23743-
dc.description.abstractDagenais (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.en_US
dc.language.isoengen_US
dc.publisherInstitut für Wirtschaftsforschung Halle (IWH) Halle (Saale)en_US
dc.relation.ispartofseriesDiskussionspapiere / Institut für Wirtschaftsforschung Halle 2005,4en_US
dc.subject.jelC35en_US
dc.subject.jelC25en_US
dc.subject.ddc330en_US
dc.subject.keywordgeneralized method of momentsen_US
dc.subject.keywordprobit modelen_US
dc.subject.keywordendogenous regressoren_US
dc.subject.stwProbit-Modellen_US
dc.subject.stwMomentenmethodeen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwTheorieen_US
dc.titleA note on GMM-estimation of probit models with endogenous regressorsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn500984093en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Publikationen von Forscherinnen und Forschern des IWH
IWH-Diskussionspapiere, Institut für Wirtschaftsforschung Halle (IWH)

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