Introduction
What this guide covers
A rigorous and exhaustive reference on mathematical foundations of discrete variables, truncation, censoring, sample selection and asymptotic inference.
Overview
Topics covered
- Introduction
- Limited Dependent Variable Models and Structural Microeconometrics
- Microeconometric Fundamentals and Asymptotic Inference
- M-Estimation Theory and Extreme Inference
- Binary Choice Models: Probit and Logit
- Maximum Likelihood Estimation (MLE)
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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U_{ij} = V_{ij} + \varepsilon_{ij} = \mathbf{x}_{ij}'\boldsymbol{\beta} + \varepsilon_{ij}