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Inconsistency of a proposed nonlinear instrumental variables estimator for probit and logit models with endogenous regressors

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  • Dagenais, Marcel G.
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    File URL: http://www.sciencedirect.com/science/article/B6V84-3WG36KW-3/2/21dabd782d658376d7ec25db8adf4014
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    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 63 (1999)
    Issue (Month): 1 (April)
    Pages: 19-21

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    Handle: RePEc:eee:ecolet:v:63:y:1999:i:1:p:19-21

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    Web page: http://www.elsevier.com/locate/ecolet

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    1. Grogger, Jeffrey, 1990. "A simple test for exogeneity in probit, logit, and poisson regression models," Economics Letters, Elsevier, vol. 33(4), pages 329-332, August.
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    Cited by:
    1. Modena, Francesca & Rondinelli, Concetta & Sabatini, Fabio, 2012. "Economic insecurity and fertility intentions: the case of Italy," MPRA Paper 36353, University Library of Munich, Germany.
    2. Massimiliano Bratti, 2003. "Labour force participation and marital fertility of Italian women: The role of education," Journal of Population Economics, Springer, vol. 16(3), pages 525-554, 08.
    3. Lucchetti, Riccardo, 2002. "Inconsistency of naive GMM estimation for QR models with endogenous regressors," Economics Letters, Elsevier, vol. 75(2), pages 179-185, April.
    4. Francesca Modena & Fabio Sabatini, 2010. "I Would if I Could: Precarious Employment and Childbearing Intentions in Italy," Department of Economics Working Papers 1013, Department of Economics, University of Trento, Italia.
    5. Joachim Wilde, 2008. "A note on GMM estimation of probit models with endogenous regressors," Statistical Papers, Springer, vol. 49(3), pages 471-484, July.
    6. Iversen, Vegard, 2002. "Autonomy in Child Labor Migrants," World Development, Elsevier, vol. 30(5), pages 817-834, May.
    7. Saïd Hanchane & Isabelle Recotillet, 2004. "On gender-specific socio-demographic determinants of the transition from school to work : a longitudinal analysis based on French data," Working Papers halshs-00010141, HAL.

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