Semi‐parametric estimation of simultaneous equations with limited dependent variables: A case study of female labour supply

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30 Citations (Scopus)

Abstract

We propose a general strategy to estimate semi‐parametrically simultaneous equations with limited dependent variables. First, each reduced form (RF) is estimated with various semi‐parametric methods. Second, the specification of each RF is tested to select an appropriate method. Third, the structural form (SF) equations are estimated using minimum distance methods and the restrictions among the SF and RF parameters. A case study of female labour supply is presented.

Original languageEnglish
Pages (from-to)187-200
Number of pages14
JournalJournal of Applied Econometrics
Volume10
Issue number2
DOIs
Publication statusPublished - 1995
Externally publishedYes

ASJC Scopus subject areas

  • Social Sciences (miscellaneous)
  • Economics and Econometrics

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