Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/23743
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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 estimatorof 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 andpresenting a natural solution. Furthermore, the resulting GMM estimator is analyzed in aMonte-Carlo simulation and compared with alternative estimators.en_US
dc.language.isoengen_US
dc.publisher|aInstitut für Wirtschaftsforschung Halle (IWH) |cHalle (Saale)en_US
dc.relation.ispartofseries|aIWH Discussion Papers |x4/2005en_US
dc.subject.jelC35
dc.subject.jelC25
dc.subject.ddc330
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-
dc.identifier.repecRePEc:zbw:iwhdps:iwh-4-05-

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