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

J. Inkmann

Research output: Contribution to journalArticleProfessional

Original languageEnglish
Pages (from-to)227-259
JournalJournal of Econometrics
Volume97
Issue number2
Publication statusPublished - 2000
Externally publishedYes

Cite this

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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",

}

Misspecified heteroskedasticity in the panel probit model : A small sample comparison of GMM and SML estimators. / Inkmann, J.

In: Journal of Econometrics, Vol. 97, No. 2, 2000, p. 227-259.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Misspecified heteroskedasticity in the panel probit model

T2 - A small sample comparison of GMM and SML estimators

AU - Inkmann, J.

PY - 2000

Y1 - 2000

M3 - Article

VL - 97

SP - 227

EP - 259

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -