利用面板数据识别和估计二分潜变量模型

Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data

Review of Economic Studies · 1991
被引 43
人大 A+FT50ABS 4*

中文导读

探讨了二元选择测量误差模型的识别条件,给出了解释变量无界时最大似然估计的一致性和渐近正态性条件,并提出了简化计算的两步或三步估计法。

Abstract

Identification conditions for binary choice errors-in-variables models are explored. Conditions for the consistency and asymptotic normality of the maximum likelihood estimators of binary choice models with unbounded explanatory variables are given. Two- or three-step estimators to simplify computation are also suggested.

二元选择模型测量误差面板数据极大似然估计