Zobrazeno 1 - 2
of 2
pro vyhledávání: '"35"'
Autor:
Jason Abrevaya
Publikováno v:
Journal of Econometrics. 95:1-23
This paper considers estimation of a fixed-effects version of the generalized regression model of Han (1987, Journal of Econometrics 35, 303–316). The model allows for censoring, places no parametric assumptions on the error disturbances, and allow
Publikováno v:
Journal of Econometrics. 87:239-269
Misclassification of dependent variables in a discrete-response model causes inconsistent coefficient estimates when traditional estimation techniques (e.g., probit or logit) are used. A modified maximum likelihood estimator that corrects for misclas