Indirect estimation of (latent) linear models with ordinal regressors A Monte Carlo study and some empirical illustrations
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Volume (Year): 43 (2002)
Issue (Month): 3 (July)
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- 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.
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- Gallant, A. Ronald & Tauchen, George, 1996. "Which Moments to Match?," Econometric Theory, Cambridge University Press, vol. 12(04), pages 657-681, October.
- Tauchen, George E. & Gallant, A. Ronald, 1995. "Which Moments to Match," Working Papers 95-20, Duke University, Department of Economics.
- Karl Jöreskog, 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.
- Ulf Olsson, 1979. "Maximum likelihood estimation of the polychoric correlation coefficient," Psychometrika, Springer;The Psychometric Society, vol. 44(4), pages 443-460, December.
- 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 251-264, July-Sept.
- Stoker, Thomas M, 1986. "Consistent Estimation of Scaled Coefficients," Econometrica, Econometric Society, vol. 54(6), pages 1461-1481, November.
- Yatchew, Adonis & Griliches, Zvi, 1985. "Specification Error in Probit Models," The Review of Economics and Statistics, MIT Press, vol. 67(1), pages 134-139, February.
- Li, Mingche M, 1977. "A Logit Model of Homeownership," Econometrica, Econometric Society, vol. 45(5), pages 1081-1097, July. Full references (including those not matched with items on IDEAS)
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