The efficient moment estimation of the probit model with an endogenous continuous regressor
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References listed on IDEAS
- Lucchetti, Riccardo, 2002.
"Inconsistency of naive GMM estimation for QR models with endogenous regressors,"
Elsevier, vol. 75(2), pages 179-185, April.
- Riccardo LUCCHETTI, 2000. "Inconsistency Of Naive GMM Estimation For QR Models With Endogenous Regressors," Working Papers 140, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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- Joachim Wilde, 2008.
"A note on GMM estimation of probit models with endogenous regressors,"
Springer, vol. 49(3), pages 471-484, July.
- Wilde, Joachim, 2005. "A note on GMM-estimation of probit models with endogenous regressors," IWH Discussion Papers 4/2005, Halle Institute for Economic Research (IWH).
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KeywordsProbit; Continuous endogenous regressor; Moment estimation;
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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