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An Instrumental Variables Probit Estimator Using Gretl

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Author Info
Lee C. Adkins
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File URL: http://www.gretlconference.org/proceedings/book2009-04.pdf
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This chapter was published in: Lee C. Adkins , , chapter 04, pages 59-74, .

This item is provided by Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales in its series EHUCHAPS with number 01-04.

Handle: RePEc:ehu:ehucha:01-04

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Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Phone: (94) 447 28 00
Fax: 34946013754
Web page: http://www.ekonomia-enpresa-zientziak.ehu.es/
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Postal: Dpto. de Economía Aplicada III (Econometría y Estadística), Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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For technical questions regarding this item, or to correct its listing, contact: (Ignacio Díaz-Emparanza).

Related research
This chapter was published in the following book, which is listed on IDEAS:
Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 01. [Downloadable!]
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Newey, Whitney K., 1987. "Efficient estimation of limited dependent variable models with endogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 36(3), pages 231-250, November. [Downloadable!] (restricted)
  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. [Downloadable!]
  3. Jacob Nielsen Arendt & Anders Holm, 2006. "Probit Models with Binary Endogenous Regressors," CAM Working Papers 2006-06, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
  4. Lee C. Adkins & David A. Carter & W. Gary Simpson, 2007. "Managerial Incentives And The Use Of Foreign-Exchange Derivatives By Banks," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 30(3), pages 399-413. [Downloadable!] (restricted)
  5. Smith, Richard J & Blundell, Richard W, 1986. "An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply," Econometrica, Econometric Society, vol. 54(3), pages 679-85, May. [Downloadable!] (restricted)
  6. Tufano, Peter, 1996. " Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry," Journal of Finance, American Finance Association, vol. 51(4), pages 1097-1137, September. [Downloadable!] (restricted)
  7. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," Review of Economic Studies, Blackwell Publishing, vol. 71, pages 655-679, 07. [Downloadable!] (restricted)
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  8. Whidbee, David A. & Wohar, Mark, 1999. "Derivative activities and managerial incentives in the banking industry," Journal of Corporate Finance, Elsevier, vol. 5(3), pages 251-276, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-6.


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