Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
نویسندگان
چکیده
منابع مشابه
Convenient estimators for the panel probit model:
Bertschek and Lechner (1998) propose several variants of a GMM estimator based on the period specific regression functions for the panel probit model. The analysis is motivated by the complexity of maximum likelihood estimation and the possibly excessive amount of time involved in maximum simulated likelihood estimation. But, for applications of the size considered in their study, full likeliho...
متن کاملConvenient Estimators for the Panel Probit Model: Further Results
Bertschek and Lechner (1998) propose several variants of a GMM estimator based on the period specific regression functions for the panel probit model. The analysis is motivated by the complexity of maximum likelihood estimation and the possibly excessive amount of time involved in maximum simulated likelihood estimation. But, for applications of the size considered in their study, full likeliho...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2000
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(99)00070-6