Estimation of limited dependent variable models by ordinary least squares and the method of moments
- 28 February 1983
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 21 (2) , 195-212
- https://doi.org/10.1016/0304-4076(83)90013-1
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- Using Least Squares to Approximate Unknown Regression FunctionsInternational Economic Review, 1980
- Estimation of the Two-Limit Probit Regression ModelEconometrica, 1975