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Heteroskedasticity, the single crossing property and ordered response models

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Author Info
Andreas C. Drichoutis () (Agriculural University of Athens)
Panagiotis Lazaridis () (Agriculural University of Athens)
Rodolfo M. Nayga, Jr. () (Texas A&M University)

Additional information is available for the following registered author(s):

Abstract

Heteroskedasticity in ordered response models has not garnered enough attention in the literature. Econometric software packages do not handle this problem satisfactorily either. We provide formulas to calculate heteroskedasticity corrected marginal effects and discrete changes using an approach that deals with single crossing property, a very restrictive assumption of ordered response models.

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File URL: http://economicsbulletin.vanderbilt.edu/2006/volume3/EB-06C10009A.pdf
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Publisher Info
Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 3 (2006)
Issue (Month): 32 ()
Pages: 1-6
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:ebl:ecbull:v:3:y:2006:i:32:p:1-6

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Postal: Economics Bulletin, Department of Economics, 414 Calhoun Hall, Vanderbilt University, Nashville TN 37235, USA
Phone: 615-322-2920
Fax: 615-343-8495
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Web page: http://www.economicsbulletin.com

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Related research
Keywords: Heteroskedasticity; ordered response models; single crossing property;

Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics

Statistics
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This page was last updated on 2009-11-16.

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