Asymptotic Variance–Covariance Matrices of Two-Stage Estimators in the Presence of Continuous and Binary Dependent Variables with an Empirical Application-Reference-Cited by-同舟云学术

Asymptotic Variance–Covariance Matrices of Two-Stage Estimators in the Presence of Continuous and Binary Dependent Variables with an Empirical Application

Published:2015-04 Issue:1 Volume:13 Page:53-75
ISSN:0971-1554
Container-title:Journal of Quantitative Economics
language:en
Short-container-title:J. Quant. Econ.

Author:

Liu Yue,Mohanty Madhu S.

Publisher

Springer Science and Business Media LLC

Link

http://link.springer.com/content/pdf/10.1007/s40953-015-0003-6.pdf

Reference20 articles.

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3. Brundy, J., and D. Jorgenson. 1971. Consistent and efficient estimation of systems of simultaneous equations by means of instrumental variables. Review of Economics and Statistics 53: 207–224.

4. Easterlin, R.A. 1974. Does economic growth improve the human lot? Some empirical evidence. In Nations and households in economic growth: Essays in honor of Moses Abramovitz, ed. P.A. David, and M.W. Reder, 89–125. New York: Academic Press.

5. Greene, W.H. 2007. Limdep, Version 9.0. New York: Econometric Software Inc.

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