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Indirect estimation of (latent) linear models with ordinal regressors A Monte Carlo study and some empirical illustrations

  • Martin Kukuk

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    File URL: http://hdl.handle.net/10.1007/s00362-002-0111-1
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    Article provided by Springer in its journal Statistical Papers.

    Volume (Year): 43 (2002)
    Issue (Month): 3 (July)
    Pages: 379-399

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    Handle: RePEc:spr:stpapr:v:43:y:2002:i:3:p:379-399
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    1. Tauchen, George E. & Gallant, A. Ronald, 1995. "Which Moments to Match," Working Papers 95-20, Duke University, Department of Economics.
    2. Yatchew, Adonis & Griliches, Zvi, 1985. "Specification Error in Probit Models," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 134-39, February.
    3. Li, Mingche M, 1977. "A Logit Model of Homeownership," Econometrica, Econometric Society, vol. 45(5), pages 1081-97, July.
    4. Ulf Olsson, 1979. "Maximum likelihood estimation of the polychoric correlation coefficient," Psychometrika, Springer, vol. 44(4), pages 443-460, December.
    5. Gourieroux, C & Monfort, A & Renault, E, 1993. "Indirect Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S85-118, Suppl. De.
    6. Karl J├Âreskog, 1990. "New developments in LISREL: analysis of ordinal variables using polychoric correlations and weighted least squares," Quality & Quantity: International Journal of Methodology, Springer, vol. 24(4), pages 387-404, November.
    7. McIntosh, James & Schiantarelli, Fabio & Low, William, 1989. "A Qualitative Response Analysis of UK Firms' Employment and Output Decisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(3), pages 251-64, July-Sept.
    8. Stoker, Thomas M, 1986. "Consistent Estimation of Scaled Coefficients," Econometrica, Econometric Society, vol. 54(6), pages 1461-81, November.
    9. Nerlove, Marc & Ross, David & Willson, Douglas, 1993. "The importance of seasonality in inventory models : Evidence from business survey data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 105-128.
    10. Ross, D. R. & Zimmermann, K. F., 1995. "Evaluating reported determinants of labour demand," Labour Economics, Elsevier, vol. 2(1), pages 102-102, March.
    11. Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain, 1987. "Generalised residuals," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 5-32.
    12. Ruud, Paul A., 1986. "Consistent estimation of limited dependent variable models despite misspecification of distribution," Journal of Econometrics, Elsevier, vol. 32(1), pages 157-187, June.
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