Bekker, Paul A.; Ploeg, Jan van der - Faculteit Economie en Bedrijfskunde, Rijksuniversiteit … - 2000
The paper considers the estimation of the coefficients of a single equation in the presence of dummy intruments. We derive pseudo ML and GMM estimators based on moment restrictions induced either by the structural form or by the reduced form of the model. The performance of the estimators is...