Skip navigation
Skip navigation

Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors

Lee, Myoung-Jae

Description

This article reviews semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors, where nonlinearity and nonseparability pose difficulties. We first introduce six main approaches in the linear equation system literature to handle endogenous regressors with linear projections: (i) 'substitution' replacing the endogenous regressors with their projected versions on the system exogenous regressors x, (ii) instrumental variable estimator (IVE) based on E{(error)...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
URI: http://hdl.handle.net/1885/30716
Source: Econometric Reviews
DOI: 10.1080/07474938.2011.607101

Download

File Description SizeFormat Image
01_Lee_Semiparametric_estimators_for_2011.pdf256.22 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator