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Estimating limited dependent variable models from panel data

Author

Listed:
  • Olympia Bover

    (Banco de España)

  • Manuel Arellano

    (CEMFI)

Abstract

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Suggested Citation

  • Olympia Bover & Manuel Arellano, 1997. "Estimating limited dependent variable models from panel data," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 141-166, May.
    • Handle: RePEc:iec:inveco:v:21:y:1997:i:2:p:141-166
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    References listed on IDEAS

    as
    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.
    2. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, vol. 61(2), pages 387-421, March.
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