IDEAS home Printed from https://ideas.repec.org/r/ecm/emetrp/v50y1982i1p27-41.html
   My bibliography  Save this item

On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Laisney, François & Pohlmeier, Winfried & Staat, Matthias, 1991. "Estimation of labour supply functions using panel data: a survey," ZEW Discussion Papers 91-05, ZEW - Leibniz Centre for European Economic Research.
  2. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
  3. Juliana D. Araujo & Povilas Lastauskas & Chris Papageorgiou, 2017. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1517-1554, October.
  4. Michael P. Keane, 1989. "A computationally practical simulation estimator for panel data, with applications to labor supply and real wage movement over the business cycle," Discussion Paper / Institute for Empirical Macroeconomics 16, Federal Reserve Bank of Minneapolis.
  5. Vasudaven, M. & Nair, M. G. & Sithole, M. M., 1996. "On estimation for censored autoregressive data," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 97-105, December.
  6. James Mitchell & Richard J. Smith & Martin R. Weale, 2013. "Efficient Aggregation Of Panel Qualitative Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 580-603, June.
  7. Ananish Chaudhuri & Andrew Schotter & Barry Sopher, 2009. "Talking Ourselves to Efficiency: Coordination in Inter‐Generational Minimum Effort Games with Private, Almost Common and Common Knowledge of Advice," Economic Journal, Royal Economic Society, vol. 119(534), pages 91-122, January.
  8. De Donato, Andrew & Thomas, James, 2017. "The effects of Greek affiliation on academic performance," Economics of Education Review, Elsevier, vol. 57(C), pages 41-51.
  9. Wiji Arulampalam, 1999. "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 597-602, November.
  10. Nan‐Kuang Chen & Hung‐Jen Wang, 2008. "Identifying the Demand and Supply Effects of Financial Crises on Bank Credit—Evidence from Taiwan," Southern Economic Journal, John Wiley & Sons, vol. 75(1), pages 26-49, July.
  11. Takeshima, Hiroyuki & Adhikari, Rajendra Prasad & Shivakoti, Sabnam & Kaphle, Basu Dev & Kumar, Anjani, 2017. "Heterogeneous returns to chemical fertilizer at the intensive margins: Insights from Nepal," Food Policy, Elsevier, vol. 69(C), pages 97-109.
  12. Backus, Peter, 2010. "Is charity a homogeneous good?," Economic Research Papers 270773, University of Warwick - Department of Economics.
  13. Backus, Peter, 2010. "Is charity a homogeneous good?," The Warwick Economics Research Paper Series (TWERPS) 951, University of Warwick, Department of Economics.
  14. R Bachan & B Reilly & R Witt, 2008. "The hazard of being an English football league manager: empirical estimates for three recent league seasons," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(7), pages 884-891, July.
  15. Mecikovsky, Ariel & Wellschmied, Felix, 2016. "Wage Risk, Employment Risk and the Rise in Wage Inequality," IZA Discussion Papers 10451, Institute of Labor Economics (IZA).
  16. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
  17. Luc Renneboog & Yang Zhao, 2020. "Director networks, turnover, and appointments," European Financial Management, European Financial Management Association, vol. 26(1), pages 44-76, January.
  18. Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  19. Flaig, Gebhard & Stadler, Manfred, 1996. "On the dynamics of product and process innovations: A bivariate random effects probit model," Tübinger Diskussionsbeiträge 64, University of Tübingen, School of Business and Economics.
  20. Borjas, George J. & Sueyoshi, Glenn T., 1994. "A two-stage estimator for probit models with structural group effects," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 165-182.
  21. Steven Yen, 1995. "Alternative transformations in a class of limited dependent variable models: alcohol consumption by US women," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 258-262.
  22. Hitaj, Claudia, 2013. "Wind power development in the United States," Journal of Environmental Economics and Management, Elsevier, vol. 65(3), pages 394-410.
  23. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
  24. Y Nishiyama & Peter M Robinson, 1999. "Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi A," STICERD - Econometrics Paper Series 374, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  25. Bertschek, Irene & Lechner, Michael, 1998. "Convenient estimators for the panel probit model," Journal of Econometrics, Elsevier, vol. 87(2), pages 329-371, September.
  26. Michael Lechner & Stefan Lollivier & Thierry Magnac, 2005. "Parametric Binary Choice Models," University of St. Gallen Department of Economics working paper series 2005 2005-23, Department of Economics, University of St. Gallen.
  27. Renneboog, Luc & Zhao, Yang, 2020. "Director networks, turnover, and appointments," Other publications TiSEM 3963badf-c66c-4002-b054-0, Tilburg University, School of Economics and Management.
  28. Asano, Hirokatsu, 2002. "An empirical analysis of lumpy investment: the case of US petroleum refining industry," Energy Economics, Elsevier, vol. 24(6), pages 629-645, November.
  29. Seung-Hoon Yoo, 2003. "A robust approach to dealing with zero expenditures on mobile communications," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 757-760.
  30. Lixin Cai, 2021. "The effects of health on the extensive and intensive margins of labour supply," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 87-117, January.
  31. Czellar, Veronika & Frazier, David T. & Renault, Eric, 2022. "Approximate maximum likelihood for complex structural models," Journal of Econometrics, Elsevier, vol. 231(2), pages 432-456.
  32. Gouriéroux, Christian & Jouneau, F., 1994. "Multivariate distributions for limited dependent variable models," CEPREMAP Working Papers (Couverture Orange) 9414, CEPREMAP.
  33. Pastorello, Sergio & Patilea, Valentin & Renault, Eric, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 449-482, October.
  34. Kalouptsidi, Myrto & Barwick, Panle Jia & Zahur, Nahim Bin, 2019. "China’s Industrial Policy: an Empirical Evaluation," CEPR Discussion Papers 13889, C.E.P.R. Discussion Papers.
  35. Ray Bachan & Barry Reilly & Robert Witt, 2005. "The Hazard of Being an English Football League Manager: Empirical Estimates from the 2002/3 Season," School of Economics Discussion Papers 1605, School of Economics, University of Surrey.
  36. Jing Cheng & Dylan S. Small, 2021. "Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero," Biometrics, The International Biometric Society, vol. 77(4), pages 1187-1201, December.
  37. Diaz-Serrano, Luis, 2005. "Income volatility and residential mortgage delinquency across the EU," Journal of Housing Economics, Elsevier, vol. 14(3), pages 153-177, September.
  38. Stéfan Lollivier & Pascale Pollet, 2003. "Impact de la formation initiale sur les rémunérations au cours de la vie active," Revue d'économie politique, Dalloz, vol. 113(6), pages 801-827.
  39. Rabovič, Renata & Čížek, Pavel, 2023. "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
  40. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
  41. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
  42. Kim, Kwansoo & Chavas, Jean-Paul, 2002. "A Dynamic Analysis Of The Effects Of A Price Support Program On Price Dynamics And Price Volatility," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(2), pages 1-20, December.
  43. Steven T. Yen & Andrew M. Jones, 1996. "Individual cigarette consumption and addiction: A flexible limited dependent variable approach," Health Economics, John Wiley & Sons, Ltd., vol. 5(2), pages 105-117, March.
  44. Dr Martin Weale & Dr. James Mitchell, 2006. "A Bayesian Indicator of Manufacturing Output from Qualitative Business Panel Survey Data," National Institute of Economic and Social Research (NIESR) Discussion Papers 261, National Institute of Economic and Social Research.
  45. Gustavo Angeles & David K. Guilkey & Thomas A. Mroz, 2005. "The Impact of Community-Level Variables on Individual-Level Outcomes," Sociological Methods & Research, , vol. 34(1), pages 76-121, August.
  46. Veronika Czellar & David T. Frazier & Eric Renault, 2020. "Approximate Maximum Likelihood for Complex Structural Models," Papers 2006.10245, arXiv.org.
  47. Andersson, Mats & Smith, Andrew & Wikberg, Åsa & Wheat, Phill, 2012. "Estimating the marginal cost of railway track renewals using corner solution models," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(6), pages 954-964.
  48. Barry V. Bye & Gerald F. Riley, 1989. "Model Estimation when Observations are not Independent:," Sociological Methods & Research, , vol. 17(4), pages 353-375, May.
  49. Steve J. Miller & Robert T. Deacon, 2017. "Protecting Marine Ecosystems: Regulation Versus Market Incentives," Marine Resource Economics, University of Chicago Press, vol. 32(1), pages 83-107.
  50. Marcel G. Dagenais, 1992. "Pièges et limitations de l'analyse micro-économétrique," Économie et Prévision, Programme National Persée, vol. 102(1), pages 1-9.
  51. Paul Contoyannis & Andrew M. Jones & Roberto Leon‐Gonzalez, 2004. "Using simulation‐based inference with panel data in health economics," Health Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 101-122, February.
  52. Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.
  53. Nicoletti, Cheti & Buck, Nick, 2004. "Explaining interviewee contact and co-operation in the British and German Household Panels," ISER Working Paper Series 2004-06, Institute for Social and Economic Research.
  54. Panle Jia Barwick & Myrto Kalouptsidi & Nahim Bin Zahur, 2019. "China’s Industrial Policy: an Empirical Evaluation," NBER Working Papers 26075, National Bureau of Economic Research, Inc.
  55. Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M., 2013. "Partial maximum likelihood estimation of spatial probit models," Journal of Econometrics, Elsevier, vol. 172(1), pages 77-89.
  56. David T. Frazier & Eric Renault, 2016. "Indirect Inference With(Out) Constraints," Papers 1607.06163, arXiv.org, revised Aug 2019.
  57. Nishiyama, Y & Robinson, Peter, 1999. "Studentization in Edgworth expansions for estimates of semiparametric index models," LSE Research Online Documents on Economics 2095, London School of Economics and Political Science, LSE Library.
  58. Czellar, Veronika & Frazier, David T. & Renault, Eric, 2021. "Approximate Maximum Likelihood for Complex Structural Models," The Warwick Economics Research Paper Series (TWERPS) 1337, University of Warwick, Department of Economics.
  59. Yoo, Seung-Hoon & Kim, Tai-Yoo & Lee, Jai-Ki, 2001. "Modeling zero response data from willingness to pay surveys: A semi-parametric estimation," Economics Letters, Elsevier, vol. 71(2), pages 191-196, May.
  60. Ricardo Gonçalves Silva, 2004. "Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots," Econometrics 0405002, University Library of Munich, Germany.
  61. Jonathan A. Cook & Saad Siddiqui, 2020. "Random forests and selected samples," Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 272-287, July.
  62. Takeshima, Hiroyuki & Adhikari, Rajendra Prasad & Kaphle, Basu Dev & Shivakoti, Sabnam & Kumar, Anjani, 2016. "Determinants of chemical fertilizer use in Nepal: Insights based on price responsiveness and income effects:," IFPRI discussion papers 1507, International Food Policy Research Institute (IFPRI).
  63. Takeshima, Hiroyuki, 2015. "Identifying the effects of market imperfections for a scale biased agricultural technology: Tractors in Nigeria," 2015 Conference, August 9-14, 2015, Milan, Italy 211937, International Association of Agricultural Economists.
  64. Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
  65. Keane, Michael, 1993. "Simulation estimation for panel data models with limited dependent variables," MPRA Paper 53029, University Library of Munich, Germany.
  66. Poncet, Sandra, 2006. "Provincial migration dynamics in China: Borders, costs and economic motivations," Regional Science and Urban Economics, Elsevier, vol. 36(3), pages 385-398, May.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.