Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/23743 
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dc.contributor.authorWilde, Joachimen
dc.date.accessioned2009-01-30T12:01:21Z-
dc.date.available2009-01-30T12:01:21Z-
dc.date.issued2005-
dc.identifier.piurn:nbn:de:gbv:3:2-5214en
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
dc.language.isoengen
dc.publisher|aLeibniz-Institut für Wirtschaftsforschung Halle (IWH) |cHalle (Saale)en
dc.relation.ispartofseries|aIWH Discussion Papers |x4/2005en
dc.subject.jelC35en
dc.subject.jelC25en
dc.subject.ddc330en
dc.subject.keywordgeneralized method of momentsen
dc.subject.keywordprobit modelen
dc.subject.keywordendogenous regressoren
dc.subject.stwProbit-Modellen
dc.subject.stwMomentenmethodeen
dc.subject.stwSchätztheorieen
dc.subject.stwTheorieen
dc.titleA note on GMM-estimation of probit models with endogenous regressors-
dc.typeWorking Paperen
dc.identifier.ppn500984093en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:iwhdps:iwh-4-05en

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