Concepedia

Efficient estimation of limited dependent variable models with endogenous explanatory variables

Whitney K. Newey

Journal of Econometrics · 1987 · 1K citations · 16 references

DOI

Concepts

References

16

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

, , +11

Dummy Endogenous Variables in a Simultaneous Equation System

James J. Heckman · Econometrica · 1978 · 1.9K citations

, , +17

An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply

Richard J. Smith, Richard Blundell · Econometrica · 1986 · 1.2K citations

, , +16

The Estimation of a Simultaneous Equation Generalized Probit Model

Takeshi Amemiya · Econometrica · 1978 · 527 citations

, , +6

Maximum Likelihood Specification Testing and Conditional Moment Tests

Whitney K. Newey · Econometrica · 1985 · 527 citations

, , +11