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Semi-parametric Estimation of Simultaneous Equations with Limited Dependent Variables: A Case Study of Female Labour Supply

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  • Lee, Myoung-Jae

Abstract

We propose a general strategy to estimate semi-parametrically simultaneous equations with limited dependent variables. First, each reduced form (RF) is estimated with various semi-parametric methods. Second, the specification of each RF is tested to select an appropriate method. Third, the structural form (SF) equations are estimated using minimum distance methods and the restrictions among the SF and RF parameters. A case study of female labour supply is presented. Copyright 1995 by John Wiley & Sons, Ltd.

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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 10 (1995)
Issue (Month): 2 (April-June)
Pages: 187-200

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Handle: RePEc:jae:japmet:v:10:y:1995:i:2:p:187-200

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Cited by:
  1. Mette Ejrnaes & Stefan Hochguertel, 2008. "Entrepreneurial Moral Hazard in Income Insurance," Tinbergen Institute Discussion Papers 08-065/3, Tinbergen Institute, revised 12 Aug 2011.
  2. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University.
  3. Changhui Kang & Myoung-jae Lee, 2010. "Performance Of Various Estimators For Censored Response Models With Endogenous Regressors," Pacific Economic Review, Wiley Blackwell, vol. 15(4), pages 447-463, October.
  4. Stefan Hochguertel, 2003. "Precautionary motives and portfolio decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 61-77.
  5. Georges Dionne & Thouraya Triki, 2004. "On Risk Management Determinants: What Really Matters?," Cahiers de recherche 0417, CIRPEE.
  6. Tao Chen & Gautam Tripathi, 2014. "A simple consistent test of conditional symmetry in symmetrically trimmed tobit models," CREA Discussion Paper Series 14-04, Center for Research in Economic Analysis, University of Luxembourg.
  7. Mette Ejrnæs & Stefan Hochguertel, 2008. "Entrepreneurial Moral Hazard in Income Insurance: Empirical Evidence from a Large Administrative Sample," CAM Working Papers 2008-02, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  8. Brian Roe & Leslie Whittington & Sara Fein & Mario Teisl, 1999. "Is there competition between breast-feeding and maternal employment?," Demography, Springer, vol. 36(2), pages 157-171, May.

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