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Journal of the American Statistical Association Volume 82, 1987 - Issue 399
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Theory and Method

Small Sample Properties of Probit Model Estimators

William E. Griffiths Department of Econometrics, University of New England, Armidale, NSW 2351, Australia
,
R. Carter Hill Department of Econometrics, University of New England, Armidale, NSW 2351, Australia
&
Peter J. Pope Department of Economics, Louisiana State University, Baton Rouge, LA, 70803, USA
Pages 929-937 | Received 01 Nov 1985, Published online: 12 Mar 2012

References

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  • Buse , A. 1982 . “The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note” . The American Statistician , 36 : 153 – 157 .
  • Davidson , R. and MacKinnon , J. G. 1984 . “Convenient Specification Tests for Logit and Probit Models” . Journal of Econometrics , 25 : 241 – 262 .
  • Efron , B. and Hinkley , D. V. 1978 . “Assessing the Accuracy of the Maximum Likelihood Estimator: Observed Versus Expected Fisher Information” . Biometrika , 65 : 457 – 487 .
  • Fomby , T. B. , Hill , R. C. and Johnson , S. R. 1978 . “An Optimality Property of Principal Components Regression” . Journal of the American Statistical Association , 73 : 191 – 193 .
  • Goldfeld , S. M. and Quandt , R. E. 1972 . Nonlinear Methods in Econometrics , Amsterdam : North-Holland .
  • Judge , G. G. and Bock , M. E. 1978 . The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics , Amsterdam : North-Holland .
  • Judge , G. G. , Griffiths , W. E. , Hill , R. C. , Lütkepohl , H. and Lee , T. C. 1985 . The Theory and Practice of Econometrics, , 2nd ed. , New York : John Wiley .

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