Advanced search
Publication Cover
Econometric Reviews Volume 11, 1992 - Issue 3
Submit an article Journal homepage
133
Views
87
CrossRef citations to date
0
Altmetric
Original Articles

Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables

Lee Lung-Fei Department of Economics, University of Michigan, Ann Arbor, MI, 48109-1220
Pages 319-328 | Published online: 21 Mar 2007

Citations (87)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (8)

Denis Iurchenko, Jeffrey S. Petty & Joern Block. (2023) The Effect of Online Discussion Boards on Equity Crowdfunding Dynamics. Journal of Small Business Management 61:6, pages 3284-3314.
Read now
Erika Raquel Badillo & Rosina Moreno. (2016) What drives the choice of the type of partner in R&D cooperation? Evidence for Spanish manufactures and services. Applied Economics 48:52, pages 5023-5044.
Read now
Christian Hopp & Rolf Sonderegger. (2015) Understanding the Dynamics of Nascent Entrepreneurship—Prestart‐Up Experience, Intentions, and Entrepreneurial Success. Journal of Small Business Management 53:4, pages 1076-1096.
Read now
Christian Hopp & Ute Stephan. (2012) The influence of socio-cultural environments on the performance of nascent entrepreneurs: Community culture, motivation, self-efficacy and start-up success. Entrepreneurship & Regional Development 24:9-10, pages 917-945.
Read now
GraziaD. Santangelo & Paolo Pini. (2011) New HRM Practices and Exploitative Innovation: A Shopfloor Level Analysis. Industry and Innovation 18:6, pages 611-630.
Read now
Ragui Assaad, Deborah Levison & Nadia Zibani. (2010) The Effect of Domestic Work on Girls' Schooling: Evidence from Egypt. Feminist Economics 16:1, pages 79-128.
Read now
Lixin Cai. (2009) Estimation of simultaneous equation models with latent dependent variables: a Monte Carlo evaluation. Applied Economics Letters 16:11, pages 1107-1112.
Read now
JAYACHANDRAN N. VARIYAM, JAMES BLAYLOCK & DAVID SMALLWOOD. (1999) Information, endogeneity, and consumer health behaviour: application to dietary intakes. Applied Economics 31:2, pages 217-226.
Read now

Articles from other publishers (79)

Steven J. Hyde, Eric Bachura, Jonathan Bundy, Richard T. Gretz & Wm. Gerard Sanders. (2023) The tangled webs we weave: Examining the effects of CEO deception on analyst recommendations. Strategic Management Journal.
Crossref
Abdul-Hanan Abdallah, Michael Ayamga & Joseph Agebase Awuni. (2023) Large-Scale Land Acquisition and Household Farm Investment in Northern Ghana. Land 12:4, pages 737.
Crossref
Hoon Lee, David Lektzian & Glen Biglaiser. (2022) The Effects of Economic Sanctions on Foreign Asset Expropriation. Journal of Conflict Resolution 67:2-3, pages 266-296.
Crossref
Jieun Lee & Vladimir Hlasny. (2023) Social Capital and Workers' Job Prospects in the MENA Region. Czech Sociological Review 58:6, pages 637-670.
Crossref
Luciano de Castro, Antonio F. Galvao, Jeong Yeol Kim, Gabriel Montes-Rojas & Jose Olmo. (2022) Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models. Journal of Behavioral and Experimental Economics 97, pages 101822.
Crossref
Supriya Katti, Naval Verma, B.V. Phani & Chinmoy Ghosh. (2020) Price premium of private placement: evidence from India. International Journal of Managerial Finance 17:5, pages 757-782.
Crossref
Mohd Imran KHANAshapurna BARUAH. (2021) Migración interna, remesas y participación laboral en la India rural desde una perspectiva de género. Revista Internacional del Trabajo 140:3, pages 493-517.
Crossref
Mohd Imran KHAN & Ashapurna BARUAH. (2021) Migrations internes, envois de fonds et taux d'activité dans l'Inde rurale: analyse à travers le prisme du genre. Revue internationale du Travail 160:3, pages 501-526.
Crossref
Mohd Imran KHAN & Ashapurna BARUAH. (2021) Internal migration, remittances and labour force participation in rural India: A gender perspective. International Labour Review 160:3, pages 453-476.
Crossref
Thomas E. Guerrero, C. Angelo Guevara, Elisabetta Cherchi & Juan de Dios Ortúzar. (2020) Addressing endogeneity in strategic urban mode choice models. Transportation 48:4, pages 2081-2102.
Crossref
Raja Gopalakrishnan, C. Angelo Guevara & Moshe Ben-Akiva. (2020) Combining multiple imputation and control function methods to deal with missing data and endogeneity in discrete-choice models. Transportation Research Part B: Methodological 142, pages 45-57.
Crossref
Guangcheng Ren, Xueqin Zhu, Nico Heerink & Shuyi Feng. (2020) Rural household migration in China – the roles of actual and perceived tenure security. China Economic Review 63, pages 101534.
Crossref
Douglas J. Cumming, Gaël Leboeuf & Armin Schwienbacher. (2019) Crowdfunding models: Keep‐It‐All vs. All‐Or‐Nothing. Financial Management 49:2, pages 331-360.
Crossref
. 2020. Crowdfunding. Crowdfunding 453 480 .
George Berulava. (2018) Migration and labor supply in Georgia: an empirical study. Eurasian Economic Review 9:3, pages 395-419.
Crossref
Antonio Caparrós-Ruiz. (2018) Time to the Doctorate and Research Career: Some Evidence from Spain. Research in Higher Education 60:1, pages 111-133.
Crossref
C. Angelo Guevara. (2018) Overidentification tests for the exogeneity of instruments in discrete choice models. Transportation Research Part B: Methodological 114, pages 241-253.
Crossref
C. Valatheeswaran & M. Imran Khan. (2018) International Remittances and Private Schooling: Evidence from Kerala, India. International Migration 56:1, pages 127-145.
Crossref
Alessandro Bonanno, Francesco Bimbo, Elena Castellari & Paolo Sckokai. (2017) Five‐a‐Day, Fruit and Vegetables Portions, and the Food Environment: The Italian Case. Applied Economic Perspectives and Policy 39:4, pages 682-709.
Crossref
Kerstin Bruckmeier & Jürgen Wiemers. (2017) Differences in welfare take-up between immigrants and natives – a microsimulation study. International Journal of Manpower 38:2, pages 226-241.
Crossref
Marco Di Cintio, Sucharita Ghosh & Emanuele Grassi. (2017) Firm growth, R&D expenditures and exports: An empirical analysis of italian SMEs. Research Policy 46:4, pages 836-852.
Crossref
Gary B. GortonLixin Huang & Qiang Kang. (2017) The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover*. Review of Finance 21:1, pages 153-200.
Crossref
Preety Srivastava, Gang Chen & Anthony Harris. (2017) Oral Health, Dental Insurance and Dental Service use in Australia. Health Economics 26:1, pages 35-53.
Crossref
M. Imran Khan & Valatheeswaran C.. (2016) International Migration, Remittances and Labour Force Participation of Left-behind Family Members: A Study of Kerala. Margin: The Journal of Applied Economic Research 10:1, pages 86-118.
Crossref
Anne-Sophie Bergerès, Philippe d'Astous & Georges Dionne. (2015) Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data. Journal of Empirical Finance 33, pages 276-286.
Crossref
Alessandro Bonanno & Jing Li. (2014) Food Insecurity and Food Access in U.S. Metropolitan Areas. Applied Economic Perspectives and Policy 37:2, pages 177-204.
Crossref
Antonio F. Galvao & Liang Wang. (2015) Efficient minimum distance estimator for quantile regression fixed effects panel data. Journal of Multivariate Analysis 133, pages 1-26.
Crossref
Linda Kleemann, Awudu Abdulai & Mareike Buss. (2014) Certification and Access to Export Markets: Adoption and Return on Investment of Organic-Certified Pineapple Farming in Ghana. World Development 64, pages 79-92.
Crossref
Awudu Abdulai & Renan Goetz. (2013) Time-Related Characteristics of Tenancy Contracts and Investment in Soil Conservation Practices. Environmental and Resource Economics 59:1, pages 87-109.
Crossref
Bidisha Mandal, Brian E. Roe & Sara B. Fein. (2012) Work and breastfeeding decisions are jointly determined for higher socioeconomic status US mothers. Review of Economics of the Household 12:2, pages 237-257.
Crossref
Dirk Czarnitzki, Federico Etro & Kornelius Kraft. (2014) Endogenous Market Structures and Innovation by Leaders: An Empirical Test. Economica 81:321, pages 117-139.
Crossref
Florian Allroggen, Robert Malina & Ann-Katrin Lenz. (2013) Which factors impact on the presence of incentives for route and traffic development? Econometric evidence from European airports. Transportation Research Part E: Logistics and Transportation Review 60, pages 49-61.
Crossref
Fazelina Sahul Hamid. (2013) The Effect of Reliance on International Funding on Banking Fragility: Evidence from East Asia. Margin: The Journal of Applied Economic Research 7:1, pages 29-60.
Crossref
Rafael Reuveny & Omar M. G. Keshk. (2013) Reconsidering trade and conflict simultaneity: The risk of emphasizing technique over substance. Conflict Management and Peace Science 30:1, pages 11-18.
Crossref
Joern H. Block, Lennart Hoogerheide & Roy Thurik. (2011) Education and entrepreneurial choice: An instrumental variables analysis. International Small Business Journal: Researching Entrepreneurship 31:1, pages 23-33.
Crossref
Marcel Bilger & Vincenzo Carrieri. (2013) Health in the cities: When the neighborhood matters more than income. Journal of Health Economics 32:1, pages 1-11.
Crossref
Jeff P. Boone, Inder K. Khurana & K.K. Raman. (2012) Audit Market Concentration and Auditor Tolerance for Earnings Management * . Contemporary Accounting Research 29:4, pages 1171-1203.
Crossref
Kerstin Bruckmeier & Jürgen Wiemers. (2011) A new targeting: a new take-up?. Empirical Economics 43:2, pages 565-580.
Crossref
Linda Allen, Aron Gottesman, Anthony Saunders & Yi Tang. (2012) The Role of Banks in Dividend Policy. Financial Management 41:3, pages 591-613.
Crossref
DANIEL C. LEWIS. (2012) Legislative Term Limits and Fiscal Policy Performance. Legislative Studies Quarterly 37:3, pages 305-328.
Crossref
Tony Fang & Ying Ge. (2012) Unions and firm innovation in China: Synergy or strife?. China Economic Review 23:1, pages 170-180.
Crossref
Naubahar Sharif & Can Huang. (2012) Innovation strategy, firm survival and relocation: The case of Hong Kong-owned manufacturing in Guangdong Province, China. Research Policy 41:1, pages 69-78.
Crossref
Katharina Hauck & Xueyan Zhao. (2011) How Dangerous is a Day in Hospital?. Medical Care 49:12, pages 1068-1075.
Crossref
James H. Love, Stephen Roper & John R. Bryson. (2011) Openness, knowledge, innovation and growth in UK business services. Research Policy 40:10, pages 1438-1452.
Crossref
Cullen F. Goenner. (2011) Simultaneity between Trade and Conflict: Endogenous Instruments of Mass Destruction. Conflict Management and Peace Science 28:5, pages 459-477.
Crossref
Philipp Harms & Mathias Hoffmann. (2010) Deciding to Peg the Exchange Rate in Developing Countries: The Role of Private-Sector Debt. Open Economies Review 22:5, pages 825-846.
Crossref
Luca Agnello & Ludger Schuknecht. (2011) Booms and busts in housing markets: Determinants and implications. Journal of Housing Economics 20:3, pages 171-190.
Crossref
Awudu Abdulai, Victor Owusu & Renan Goetz. (2011) Land tenure differences and investment in land improvement measures: Theoretical and empirical analyses. Journal of Development Economics 96:1, pages 66-78.
Crossref
George L. Wehby, Astanand Jugessur, Jeffrey C. Murray, Lina M. Moreno, Allen Wilcox & Rolv T. Lie. (2011) Genes as instruments for studying risk behavior effects: an application to maternal smoking and orofacial clefts. Health Services and Outcomes Research Methodology 11:1-2, pages 54-78.
Crossref
Wen You & George C. Davis. (2011) Childhood Overweight: Does Quality of Parental Childcare Time Matter?. Journal of Family and Economic Issues 32:2, pages 219-232.
Crossref
Jeff P. Boone, Inder K. Khurana & K. K. Raman. (2011) Litigation Risk and Abnormal Accruals. AUDITING: A Journal of Practice & Theory 30:2, pages 231-256.
Crossref
Leandro M. Magnusson. (2010) Inference in limited dependent variable models robust to weak identification. The Econometrics Journal 13:3, pages S56-S79.
Crossref
Lung-fei Lee. (2009) POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ 2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL . Econometric Theory 26:1, pages 260-299.
Crossref
Lixin Cai. (2010) The relationship between health and labour force participation: Evidence from a panel data simultaneous equation model. Labour Economics 17:1, pages 77-90.
Crossref
George L. Wehby, Jeffrey C. Murray, Eduardo E. Castilla, Jorge S. Lopez-Camelo & Robert L. Ohsfeldt. (2009) Prenatal care demand and its effects on birth outcomes by birth defect status in Argentina. Economics & Human Biology 7:1, pages 84-95.
Crossref
Gary Kleck & Tomislav Kovandzic. (2009) City-Level Characteristics and Individual Handgun Ownership. Journal of Contemporary Criminal Justice 25:1, pages 45-66.
Crossref
MYOUNG-JAE LEE. (2004) EFFICIENCY GAINS OF SYSTEM GMM AND MDE OVER INDIVIDUAL EQUATION ESTIMATION*. The Japanese Economic Review 55:4, pages 451-459.
Crossref
Joachim Wilde. (2004) Estimating multiple equation hybrid models with endogenous dummy regressors*. Statistica Neerlandica 58:3, pages 296-312.
Crossref
Wolfgang Becker & Jürgen Dietz. (2004) R&D cooperation and innovation activities of firms—evidence for the German manufacturing industry. Research Policy 33:2, pages 209-223.
Crossref
Lung‐Fei Lee. 2003. A Companion to Theoretical Econometrics. A Companion to Theoretical Econometrics 383 409 .
Jeff DeSimone. (2002) Illegal Drug Use and Employment. Journal of Labor Economics 20:4, pages 952-977.
Crossref
Patrick K Asea & Brock Blomberg. (1998) Lending cycles. Journal of Econometrics 83:1-2, pages 89-128.
Crossref
Lung-Fei Lee. 1993. Econometrics. Econometrics 145 173 .
Lixin Cai. (2007) The Relationship between Health and Labour Force Participation: Evidence from a Panel Data Simultaneous Equation Model. SSRN Electronic Journal.
Crossref
Dirk Czarnitzki & Kristof Van Criekingen. (2021) Information Leakage, Imitation, and the Patent System. SSRN Electronic Journal.
Crossref
Wilfried Guets. (2021) Does the Formal Home Care Provided to Old-Adults Persons Affect Utilization of Support Services by Informal Carers? An Analysis of the French <i>CARE</i> and the U.S. NHATS/NSOC Surveys. SSRN Electronic Journal.
Crossref
Marco Di Cintio, Sucharita Ghosh & Emanuele Grassi. (2016) Firm Employment Growth, R&D Expenditures and Exports. SSRN Electronic Journal.
Crossref
Marco Di Cintio, Sucharita Ghosh & Emanuele Grassi. (2015) Firm Employment Growth, R&D Expenditures and Exports. SSRN Electronic Journal.
Crossref
Douglas J. Cumming, Gaal Leboeuf & Armin Schwienbacher. (2014) Crowdfunding Models: Keep-it-All vs. All-or-Nothing. SSRN Electronic Journal.
Crossref
Benjamin Balsmeier & Dirk Czarnitzki. (2014) How Important is Industry-Specific Managerial Experience for Innovative Firm Performance?. SSRN Electronic Journal.
Crossref
Benedikt Ruprecht, Oliver Entrop, Thomas K. Kick & Marco Wilkens. (2014) Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry. SSRN Electronic Journal.
Crossref
Benjamin Balsmeier & Dirk Czarnitzki. (2014) How Important is Industry-Specific Managerial Experience for Innovative Firm Performance?. SSRN Electronic Journal.
Crossref
Anne-Sophie Bergerès, Philippe F. d'Astous & Georges Dionne. (2011) Is There Any Dependence between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-Level Data. SSRN Electronic Journal.
Crossref
Chintal A. Desai, Mark Klock & Sattar Mansi. (2011) On the Acquisition of Equity Carve-Outs. SSRN Electronic Journal.
Crossref
Dirk Czarnitzki & Annelies Wastyn. (2010) Competing Internationally: On the Importance of R&D for Export Activity. SSRN Electronic Journal.
Crossref
Dirk Czarnitzki & Annelies Wastyn. (2010) Competing Internationally: On the Importance of R&D for Export Activity. SSRN Electronic Journal.
Crossref
Kerstin Bruckmeier & Jürgen Wiemers. (2010) A New Targeting - A New Take-Up? Non-Take-Up of Social Assistance in Germany after Social Policy Reforms. SSRN Electronic Journal.
Crossref
Linda Allen, Aron A. Gottesman, Anthony Saunders & Yi Tang. (2009) The Role of Banks in Dividend Policy. SSRN Electronic Journal.
Crossref
Lixin Huang, Qiang Kang & Gary B. Gorton. (2009) The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.