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An Instrumental Variables Probit Estimator Using Gretl

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  • Lee C. Adkins

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  • Lee C. Adkins, . "An Instrumental Variables Probit Estimator Using Gretl," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
  • Handle: RePEc:ehu:ehucha:01-04
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    File URL: http://www.gretlconference.org/proceedings/book2009-04.pdf
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    References listed on IDEAS

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    1. Lee C. Adkins, 2008. "Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation," Economics Working Paper Series 0807, Oklahoma State University, Department of Economics and Legal Studies in Business.
    2. Richard W. Blundell & James L. Powell, 2004. "Endogeneity in Semiparametric Binary Response Models," Review of Economic Studies, Oxford University Press, vol. 71(3), pages 655-679.
    3. 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.
    4. 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 679-685, May.
    5. 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.
    6. 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.
    7. Rivers, Douglas & Vuong, Quang H., 1988. "Limited information estimators and exogeneity tests for simultaneous probit models," Journal of Econometrics, Elsevier, vol. 39(3), pages 347-366, November.
    8. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
    9. 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;Southwestern Finance Association, vol. 30(3), pages 399-413.
    10. 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.
    11. 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.
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    Cited by:

    1. Rieckmann, Johannes, 2015. "Determinants of drinking water treatment and hygiene habits in provincial towns in Yemen," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113183, Verein für Socialpolitik / German Economic Association.
    2. Eric Doviak & Sean MacDonald, 2012. "Who Defaults on their Home Mortgage?," New York Economic Review, New York State Economics Association (NYSEA), pages 75-98.
    3. Eric Doviak & Sean MacDonald, 2012. "Who Defaults on their Home Mortgage?," New York Economic Review, New York State Economics Association (NYSEA), pages 75-98.
    4. Gurgul, Henryk & Lach, Łukasz, 2012. "Political instability and economic growth: Evidence from two decades of transition in CEE," MPRA Paper 37792, University Library of Munich, Germany.

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