Concepedia

Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome

Journal of Econometrics · 1999 · 302 citations · 38 references

Concepts

Econometric ModelEconomicsDiscrete Factor ApproximationsContinuous OutcomeApplied EconomicsBusinessEconomic AnalysisEconometricsLatent Variable ModelSimultaneous Equation ModelsSimultaneous Equation ModelingMacroeconomic ModelEconometric MethodStatisticsMicroeconomics

References

38

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1982 · 4K citations

Parameter Estimation, Engineering, Maximum Likelihood Estimation +4

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1983 · 3.8K citations

Maximum Likelihood Techniques, Parameter Estimation, Engineering +12

Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability; Vol. IV

H. L. Le Roy, Lucien LeCam, Jerzy Neyman · Revue de l Institut International de Statistique / Review of the International Statistical Institute · 1969 · 2.9K citations

Engineering, Discrete Probability, Statistical Foundation +7

A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data

James J. Heckman, Burton H. Singer · Econometrica · 1984 · 2.8K citations

Distributional Assumptions, Simultaneous Equation Modeling, Conventional Procedures +18

Root-N-Consistent Semiparametric Regression

Peter M. Robinson · Econometrica · 1988 · 2.5K citations

Parameter Estimation, Engineering, 7B-r Q +9