Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
نویسندگان
چکیده
منابع مشابه
Recentered and Rescaled Instrumental Variable Estimation of Tobit and Probit Models with Errors in Variables
Since Durbin (1954) and Sargan (1958), instrumental variable (IV) method has long been one of the most popular procedures among economists and other social scientists to handle linear models with errors-in-variables. A direct application of this method to nonlinear errors-in-variables models, however, fails to yield consistent estimators. This article restricts attention to Tobit and Probit mod...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2007
ISSN: 0012-9682,1468-0262
DOI: 10.1111/j.1468-0262.2007.00736.x