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- W2044585903 abstract "Dagenais in (Econ Lett 63:19–21, 1999) and Lucchetti in (Econ Lett 75:179–185, 2002) have demonstrated that the naive GMM estimator of Grogger in (Econ Lett 33:329–332, 1990) for the probit model with an endogenous regressor is not consistent. This paper completes their discussion by explaining the reason for the inconsistency and presenting a natural solution. Furthermore, the resulting GMM estimator is analyzed in a Monte-Carlo simulation and compared with alternative estimators." @default.
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- W2044585903 date "2006-11-24" @default.
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- W2044585903 title "A note on GMM estimation of probit models with endogenous regressors" @default.
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- W2044585903 doi "https://doi.org/10.1007/s00362-006-0027-2" @default.
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