论文信息 - Dummy Endogenous Variables in a Simultaneous Equation System

Dummy Endogenous Variables in a Simultaneous Equation System

This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables. The statistical model proposed here is sufficiently rich to encompass the classical simultaneous equation model for continuous endogenous variables and more recent models for purely discrete endogenous variables as special cases of a more general model.

J. Heckman

[1] K. Pearson. Mathematical contributions to the theory of evolution. VIII. On the correlation of characters not quantitatively measurable , 2022, Proceedings of the Royal Society of London.

[2] T. Haavelmo,et al. The probability approach in econometrics , 1944 .

[3] Le Cam,et al. On some asymptotic properties of maximum likelihood estimates and related Bayes' estimates , 1953 .

[4] Robert F. Tate,et al. THE THEORY OF CORRELATION BETWEEN TWO CONTINUOUS VARIABLES WHEN ONE IS DICHOTOMIZED , 1955 .

[5] J. Tobin. Estimation of Relationships for Limited Dependent Variables , 1958 .

[6] L. Telser,et al. Iterative Estimation of a Set of Linear Regression Equations , 1964 .

[7] Arnold Zellner,et al. JOINT ESTIMATION OF RELATIONSHIPS INVOLVING DISCRETE RANDOM VARIABLES , 1965 .

[8] L. A. Goodman. The Multivariate Analysis of Qualitative Data: Interactions among Multiple Classifications , 1970 .

[9] Thomas Johnson. QUALITATIVE AND LIMITED DEPENDENT VARIABLES IN ECONOMIC RELATIONSHIPS , 1972 .

[10] W. R. Buckland,et al. Distributions in Statistics: Continuous Multivariate Distributions , 1973 .

[11] Takeshi Amemiya,et al. Qualitative Response Models , 1975 .

[12] D. Poirier,et al. On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function , 1976 .

[13] J. Heckman. Sample selection bias as a specification error , 1979 .