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Two-part models are robust to endogenous selection
Drukker, David M. - In: Economics letters 152 (2017), pp. 71-72
Persistent link: https://www.econbiz.de/10011801180
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Bootstrapping a conditional moments test for normality after tobit estimation
Drukker, David M. - 2002
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It is well-known that the ML estimates of the parameters are inconsistent if the distribution or the skedastic component is misspecified. When conditional moment tests were first developed by Newey...
Persistent link: https://www.econbiz.de/10009442280
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A spatial Cliff-ord-type model with heteroskedastic innovations: small and large sample results
Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10010264508
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A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10003792846
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A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - In: Journal of regional science 50 (2010) 2, pp. 592-614
Persistent link: https://www.econbiz.de/10003974238
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On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Drukker, David M.; Egger, Peter; Prucha, Ingmar R. - In: Econometric reviews 32 (2013) 5/6, pp. 686-733
Persistent link: https://www.econbiz.de/10009758627
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On the l2(q) test statistic for spatial dependence : finite sample standardization and properties
Drukker, David M.; Prucha, Ingmar R. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 271-292
Persistent link: https://www.econbiz.de/10010202737
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Missing data methods
Drukker, David M. (contributor) - 2011
Persistent link: https://www.econbiz.de/10010337307
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Cross-sectional methods and applications
Drukker, David M. (contributor) - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10009685555
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A Spatial Cliff-Ord-Type Model with Heteroskedastic Innovations : Small and Large Sample Results
Arraiz, Irani - 2008
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10012768262