MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm.
We propose a finite sample approach to some of the most common limited dependent variables models. The method rests on the maximized Monte Carlo (MMC) test technique proposed by Dufour [1998. Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard as...
| Publicado en: | Journal of Econometrics Vol. 133; no. 2; pp. 479 - 513 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Elsevier Science
August 2006
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |