Partial maximum likelihood estimation of spatial probit models

By Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge. 2013

78 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/cb8b46f4018f259f4181b6fbfbfe77463038d2a3

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In Economics and Econometrics

1. Federico Belotti
2. Giuseppe Ilardi

Citations in the corpus

• Consistent inference in fixed-effects stochastic frontier models (2017, methodology): “Similarly to the partial maximum likelihood approach used in Wang et al. (2013), by combining the marginal likelihood function defined in (17) we can define a “split-sample” estimator θ̆ as θ̆ = argmax θ∈Θ 1 nT ∗ n∑ i=1 T∑ t=2 log f(∆yit| θ,∆xit), (19) where T ∗ = int(T/2).”
• Fitting Vast Dimensional Time-Varying Covariance Models (2020, unknown): “See Giacomini and White (2006) for further details.”