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Consistent estimation of limited dependent variable models despite misspecification of distribution

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  • Ruud, Paul A.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4582991-1K/2/7c7ca1a66d47e91caa6d002fb85f1bb1
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 32 (1986)
    Issue (Month): 1 (June)
    Pages: 157-187

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    Handle: RePEc:eee:econom:v:32:y:1986:i:1:p:157-187

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

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    Cited by:
    1. Melenberg, B. & Soest, A.H.O. van, 1996. "Parametric and semi-parametric modelling of vacation expenditures," Open Access publications from Tilburg University urn:nbn:nl:ui:12-72214, Tilburg University.
    2. Ichimura, H. & Thompson, S., 1993. "Maximum Likelihood Estimation of a Binary Choice Model with Random Coefficients of Unknown Distributions," Papers 268, Minnesota - Center for Economic Research.
    3. Zhao, Zhong, 2005. "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers 1873, Institute for the Study of Labor (IZA).
    4. Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
    5. Christian Dustmann & Frank Windmeijer, 2000. "Wages and the demand for health - a life cycle analysis," IFS Working Papers W99/20, Institute for Fiscal Studies.
    6. Ahn, Hyungtaik, 1995. "Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty," Journal of Econometrics, Elsevier, vol. 67(2), pages 337-378, June.
    7. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
    8. C. Radhakrishna Rao & L. Zhao, 1995. "Recent contributions to censored regression models," Metrika, Springer, vol. 42(1), pages 203-213, December.
    9. Jiti Gao & Hua Liang, 1997. "Statistical Inference in Single-Index and Partially Nonlinear Models," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(3), pages 493-517, September.
    10. Armando Levy, 2000. "A Simple Consistent Non-parametric Estimator of the Regression Function in a Truncated Sample," Econometric Society World Congress 2000 Contributed Papers 0651, Econometric Society.
    11. Martin Kukuk, 2002. "Indirect estimation of (latent) linear models with ordinal regressors A Monte Carlo study and some empirical illustrations," Statistical Papers, Springer, vol. 43(3), pages 379-399, July.
    12. J.M.C. Santos Silva, 2004. "Deriving welfare measures in discrete choice experiments: a comment to Lancsar and Savage (2)," Health Economics, John Wiley & Sons, Ltd., vol. 13(9), pages 913-918.
    13. Gianluca Cafiso, 2011. "Sectoral border effects and the geographic concentration of production," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 147(3), pages 543-566, September.
    14. Newey, Whitney K., 1999. "Consistency of two-step sample selection estimators despite misspecification of distribution," Economics Letters, Elsevier, vol. 63(2), pages 129-132, May.

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