Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators

J. Inkmann

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Cite this

@article{6c6ba8c662934dbab39972a934f6c097,

title = "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators",

author = "J. Inkmann",

year = "2000",

language = "English",

volume = "97",

pages = "227--259",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier BV",

number = "2",

}