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http://hdl.handle.net/10419/23743
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Wilde, Joachim | | en_US |
| dc.date.accessioned | | 2009-01-30T12:01:21Z | | - |
| dc.date.available | | 2009-01-30T12:01:21Z | | - |
| dc.date.issued | | 2005 | | en_US |
| dc.identifier.pi | | urn:nbn:de:gbv:3:2-5214 | | - |
| dc.identifier.uri | | http://hdl.handle.net/10419/23743 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Institut für Wirtschaftsforschung Halle (IWH) Halle (Saale) | | en_US |
| dc.relation.ispartofseries | | Diskussionspapiere / Institut für Wirtschaftsforschung Halle 2005,4 | | en_US |
| dc.subject.jel | | C35 | | en_US |
| dc.subject.jel | | C25 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | generalized method of moments | | en_US |
| dc.subject.keyword | | probit model | | en_US |
| dc.subject.keyword | | endogenous regressor | | en_US |
| dc.subject.stw | | Probit-Modell | | en_US |
| dc.subject.stw | | Momentenmethode | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | A note on GMM-estimation of probit models with endogenous regressors | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 500984093 | | en_US |
| dc.rights | | http://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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| 4-05.pdf | | 75.63 kB | Adobe PDF |
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