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Semiparametric estimation and efficiency bounds of binary choice models when the models contain one continuous variable

Nawata, Kazumitsu - In: Economics Letters 31 (1989) 1, pp. 21-26

Persistent link: https://www.econbiz.de/10005296414

Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator

Nawata, Kazumitsu - In: Economics Letters 45 (1994) 1, pp. 33-40

Persistent link: https://www.econbiz.de/10005158765

The maximum number of parameters for the Hausman test when the estimators are from different sets of equations

Nawata, Kazumitsu; McAleer, Michael - In: Economics Letters 123 (2014) 3, pp. 291-294

Hausman (1978) developed a widely-used model specification test that has passed the test of time. In this paper, we show that the asymptotic variance of the difference of the two estimators can be a singular matrix. Three illustrative examples are used, namely an exogeneity test for the linear...

Persistent link: https://www.econbiz.de/10010776626

A note on the estimation of models with sample-selection biases

Nawata, Kazumitsu - In: Economics Letters 42 (1993) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10005269955