Semi‐parametric estimation of simultaneous equations with limited dependent variables: A case study of female labour supply
提出一种半参数估计策略，用于处理有限因变量的联立方程模型，并通过女性劳动供给案例展示其应用。
Abstract We propose a general strategy to estimate semi‐parametrically simultaneous equations with limited dependent variables. First, each reduced form (RF) is estimated with various semi‐parametric methods. Second, the specification of each RF is tested to select an appropriate method. Third, the structural form (SF) equations are estimated using minimum distance methods and the restrictions among the SF and RF parameters. A case study of female labour supply is presented.