TY  - JOUR
TI  - Sample Selection Bias as a Specification Error
AU  - James J. Heckman
JO  - Econometrica
PY  - 1979
VL  - 47
IS  - 1
DO  - 10.2307/1912352
UR  - https://doi.org/10.2307/1912352
ER  -


TY  - JOUR
TI  - Analysis of Covariance with Qualitative Data
AU  - Gary Chamberlain
JO  - The Review of Economic Studies
PY  - 1980
VL  - 47
IS  - 1
DO  - 10.2307/2297110
UR  - https://doi.org/10.2307/2297110
ER  -


TY  - JOUR
TI  - Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
AU  - John Rust
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 5
DO  - 10.2307/1911259
UR  - https://doi.org/10.2307/1911259
ER  -


TY  - JOUR
TI  - Conditional Choice Probabilities and the Estimation of Dynamic Models
AU  - V. Joseph Hotz
AU  - Robert A. Miller
JO  - The Review of Economic Studies
PY  - 1993
VL  - 60
IS  - 3
DO  - 10.2307/2298122
UR  - https://doi.org/10.2307/2298122
ER  -


TY  - JOUR
TI  - Estimation of Relationships for Limited Dependent Variables
AU  - James G. Tobin
JO  - Econometrica
PY  - 1958
VL  - 26
IS  - 1
DO  - 10.2307/1907382
UR  - https://doi.org/10.2307/1907382
ER  -


TY  - JOUR
TI  - Econometric methods for fractional response variables with an application to 401(k) plan participation rates
AU  - Leslie E. Papke
AU  - Jeffrey M. Wooldridge
JO  - Journal of Applied Econometrics
PY  - 1996
VL  - 11
IS  - 6
DO  - 10.1002/(sici)1099-1255(199611)11:6<619::aid-jae418>3.0.co;2-1
UR  - https://doi.org/10.1002/(sici)1099-1255(199611)11:6%3C619::aid-jae418%3E3.0.co;2-1
ER  -


TY  - JOUR
TI  - Mixed MNL models for discrete response
AU  - Daniel L. McFadden
AU  - Kenneth E. Train
JO  - Journal of Applied Econometrics
PY  - 2000
VL  - 15
IS  - 5
DO  - 10.1002/1099-1255(200009/10)15:5<447::aid-jae570>3.0.co;2-1
UR  - https://doi.org/10.1002/1099-1255(200009/10)15:5%3C447::aid-jae570%3E3.0.co;2-1
ER  -


TY  - JOUR
TI  - Econometric Models for Count Data with an Application to the Patents-R & D Relationship
AU  - Jerry A. Hausman
AU  - Bronwyn H. Hall
AU  - Zvi Griliches
JO  - Econometrica
PY  - 1984
VL  - 52
IS  - 4
DO  - 10.2307/1911191
UR  - https://doi.org/10.2307/1911191
ER  -


TY  - JOUR
TI  - Specification Tests for the Multinomial Logit Model
AU  - Jerry A. Hausman
AU  - Daniel L. McFadden
JO  - Econometrica
PY  - 1984
VL  - 52
IS  - 5
DO  - 10.2307/1910997
UR  - https://doi.org/10.2307/1910997
ER  -


TY  - JOUR
TI  - Specification and testing of some modified count data models
AU  - John Mullahy
JO  - Journal of Econometrics
PY  - 1986
VL  - 33
IS  - 3
DO  - 10.1016/0304-4076(86)90002-3
UR  - https://doi.org/10.1016/0304-4076(86)90002-3
ER  -


TY  - JOUR
TI  - Econometric models based on count data. Comparisons and applications of some estimators and tests
AU  - A. Colin Cameron
AU  - Pravin K. Trivedi
JO  - Journal of Applied Econometrics
PY  - 1986
VL  - 1
IS  - 1
DO  - 10.1002/jae.3950010104
UR  - https://doi.org/10.1002/jae.3950010104
ER  -


TY  - JOUR
TI  - Limited information estimators and exogeneity tests for simultaneous probit models
AU  - Douglas Rivers
AU  - Quang Vuong
JO  - Journal of Econometrics
PY  - 1988
VL  - 39
IS  - 3
DO  - 10.1016/0304-4076(88)90063-2
UR  - https://doi.org/10.1016/0304-4076(88)90063-2
ER  -


TY  - JOUR
TI  - A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
AU  - Daniel L. McFadden
JO  - Econometrica
PY  - 1989
VL  - 57
IS  - 5
DO  - 10.2307/1913621
UR  - https://doi.org/10.2307/1913621
ER  -


TY  - JOUR
TI  - Tobit models: A survey
AU  - Takeshi Amemiya
JO  - Journal of Econometrics
PY  - 1984
VL  - 24
IS  - 1-2
DO  - 10.1016/0304-4076(84)90074-5
UR  - https://doi.org/10.1016/0304-4076(84)90074-5
ER  -


TY  - JOUR
TI  - Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
AU  - Serena Ng
AU  - Pierre Perrón
JO  - Journal of the American Statistical Association
PY  - 1995
VL  - 90
IS  - 429
DO  - 10.1080/01621459.1995.10476510
UR  - https://doi.org/10.1080/01621459.1995.10476510
ER  -


TY  - JOUR
TI  - Generalized Econometric Models with Selectivity
AU  - Lung‐fei Lee
JO  - Econometrica
PY  - 1983
VL  - 51
IS  - 2
DO  - 10.2307/1912003
UR  - https://doi.org/10.2307/1912003
ER  -


TY  - JOUR
TI  - Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
AU  - David S. Lee
JO  - The Review of Economic Studies
PY  - 2009
VL  - 76
IS  - 3
DO  - 10.1111/j.1467-937x.2009.00536.x
UR  - https://doi.org/10.1111/j.1467-937x.2009.00536.x
ER  -


TY  - JOUR
TI  - A generalized Kruskal-Wallis test for comparing K samples subject to unequal patterns of censorship
AU  - Norman E. Breslow
JO  - Biometrika
PY  - 1970
VL  - 57
IS  - 3
DO  - 10.1093/biomet/57.3.579
UR  - https://doi.org/10.1093/biomet/57.3.579
ER  -


TY  - JOUR
TI  - Multinomial Goodness-Of-Fit Tests
AU  - Noel Cressie
AU  - Timothy R. C. Read
JO  - Journal of the Royal Statistical Society Series B (Statistical Methodology)
PY  - 1984
VL  - 46
IS  - 3
DO  - 10.1111/j.2517-6161.1984.tb01318.x
UR  - https://doi.org/10.1111/j.2517-6161.1984.tb01318.x
ER  -


TY  - JOUR
TI  - Panel data methods for fractional response variables with an application to test pass rates
AU  - Leslie E. Papke
AU  - Jeffrey M. Wooldridge
JO  - Journal of Econometrics
PY  - 2008
VL  - 145
IS  - 1-2
DO  - 10.1016/j.jeconom.2008.05.009
UR  - https://doi.org/10.1016/j.jeconom.2008.05.009
ER  -


TY  - JOUR
TI  - Least absolute deviations estimation for the censored regression model
AU  - James Lawrence Powell
JO  - Journal of Econometrics
PY  - 1984
VL  - 25
IS  - 3
DO  - 10.1016/0304-4076(84)90004-6
UR  - https://doi.org/10.1016/0304-4076(84)90004-6
ER  -


TY  - JOUR
TI  - The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
AU  - William H. Greene
JO  - Econometrics Journal
PY  - 2004
VL  - 7
IS  - 1
DO  - 10.1111/j.1368-423x.2004.00123.x
UR  - https://doi.org/10.1111/j.1368-423x.2004.00123.x
ER  -


TY  - JOUR
TI  - Regression-based tests for overdispersion in the Poisson model
AU  - A. Colin Cameron
AU  - Pravin K. Trivedi
JO  - Journal of Econometrics
PY  - 1990
VL  - 46
IS  - 3
DO  - 10.1016/0304-4076(90)90014-k
UR  - https://doi.org/10.1016/0304-4076(90)90014-k
ER  -


TY  - JOUR
TI  - An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
AU  - Richard J. Smith
AU  - Richard W. Blundell
JO  - Econometrica
PY  - 1986
VL  - 54
IS  - 3
DO  - 10.2307/1911314
UR  - https://doi.org/10.2307/1911314
ER  -


TY  - JOUR
TI  - Econometric Methods for the Duration of Unemployment
AU  - Tony Lancaster
JO  - Econometrica
PY  - 1979
VL  - 47
IS  - 4
DO  - 10.2307/1914140
UR  - https://doi.org/10.2307/1914140
ER  -


TY  - JOUR
TI  - The Efficiency of Cox's Likelihood Function for Censored Data
AU  - Bradley Efron
JO  - Journal of the American Statistical Association
PY  - 1977
VL  - 72
IS  - 359
DO  - 10.1080/01621459.1977.10480613
UR  - https://doi.org/10.1080/01621459.1977.10480613
ER  -


TY  - JOUR
TI  - Regression Analysis when the Dependent Variable Is Truncated Normal
AU  - Takeshi Amemiya
JO  - Econometrica
PY  - 1973
VL  - 41
IS  - 6
DO  - 10.2307/1914031
UR  - https://doi.org/10.2307/1914031
ER  -


TY  - JOUR
TI  - Negative binomial and mixed Poisson regression
AU  - Jerald F. Lawless
JO  - Canadian Journal of Statistics
PY  - 1987
VL  - 15
IS  - 3
DO  - 10.2307/3314912
UR  - https://doi.org/10.2307/3314912
ER  -


TY  - JOUR
TI  - Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator
AU  - João Santos Silva
AU  - Silvana Tenreyro
JO  - Economics Letters
PY  - 2011
VL  - 112
IS  - 2
DO  - 10.1016/j.econlet.2011.05.008
UR  - https://doi.org/10.1016/j.econlet.2011.05.008
ER  -


TY  - JOUR
TI  - Multivariate Probit Regression using Simulated Maximum Likelihood
AU  - Lorenzo Cappellari
AU  - Stephen P. Jenkins
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2003
VL  - 3
IS  - 3
DO  - 10.1177/1536867x0300300305
UR  - https://doi.org/10.1177/1536867x0300300305
ER  -


TY  - JOUR
TI  - Pseudo Maximum Likelihood Methods: Applications to Poisson Models
AU  - Christian Gouriéroux
AU  - Alain Monfort
AU  - Alain Trognon
JO  - Econometrica
PY  - 1984
VL  - 52
IS  - 3
DO  - 10.2307/1913472
UR  - https://doi.org/10.2307/1913472
ER  -


TY  - JOUR
TI  - Linear regression with censored data
AU  - Jonathan David Buckley
AU  - IAN R. JAMES
JO  - Biometrika
PY  - 1979
VL  - 66
IS  - 3
DO  - 10.1093/biomet/66.3.429
UR  - https://doi.org/10.1093/biomet/66.3.429
ER  -


TY  - JOUR
TI  - Efficient estimation of limited dependent variable models with endogenous explanatory variables
AU  - Whitney K. Newey
JO  - Journal of Econometrics
PY  - 1987
VL  - 36
IS  - 3
DO  - 10.1016/0304-4076(87)90001-7
UR  - https://doi.org/10.1016/0304-4076(87)90001-7
ER  -