Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators
Joachim Inkmann
| Year of publication: |
1999
|
|---|---|
| Authors: | Inkmann, Joachim |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Mikroökonometrie | Microeconometrics | Theorie | Theory | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Heteroskedastizität | Heteroscedasticity |
| Description of contents: | Description [google.de] |
freely available
| Extent: | 36 S Abb., Tab. a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 99/04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 34 - 36 |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data ; C25 - Discrete Regression and Qualitative Choice Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001378701