Two‐Step Estimation of a Censored System of Equations
提出一种针对受限因变量方程组的一致两步估计方法，蒙特卡洛模拟表明其优于现有两步法。
Abstract A consistent two‐step estimation procedure is proposed for a system of equations with limited dependent variables. Monte Carlo simulation results suggest the procedure outperforms an existing two‐step method.