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Indirect estimation of (latent) linear models with ordinal regressors : a Monte Carlo study and some empirical illustrations
Kukuk, Martin - In: Statistical papers 43 (2002) 3, pp. 379-399
Persistent link: https://www.econbiz.de/10001679633
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Indirect estimation of linear models with ordinal regressors : a Monte Carlo study and some empirical illustrations
Kukuk, Martin - 1998
Persistent link: https://www.econbiz.de/10013268674
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Efficiency of two-step estimators for censored systems of equations : Shonkwiler and Yen reconsidered
Tauchmann, Harald - In: Applied economics 37 (2005) 4, pp. 367-374
Persistent link: https://www.econbiz.de/10002644261
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A Monte Carlo study of EC-estimation in panel date models with limited dependent variables and heterogeneity
El-Gamal, Mahmoud A.; Grether, David M. - 1997
Persistent link: https://www.econbiz.de/10000973854
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A bayesisan approach to dynamic tobit models
Wei, Stephen X. - 1997
Persistent link: https://www.econbiz.de/10000976285
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Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei - In: Journal of econometrics 82 (1998) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
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A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei - In: Economics letters 57 (1997) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
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Estimation of dynamic models of recurring events with censored data
Gorgens, Tue; Lee, Sanghyeok - 2017
Persistent link: https://www.econbiz.de/10011884671
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Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok; Gørgens, Tue - In: The econometrics journal 24 (2021) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
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Efficiency of some parametric two-step estimators for censored systems of equations : Shonkwiler & Yen reconsidered
Tauchmann, Harald - 2002
Persistent link: https://www.econbiz.de/10013429687