两种非线性计量模型参数估计的MLE方法

Maximum Likelihood Estimation of Parameters for Two Kinds of Nonlinear Econometric Models

对于具有内生性问题的probit模型和存在样本选择的probit模型,为了得到一致的参数估计,文中探讨了这两种情形下的极大似然函数的构造问题.

We investigate the parameter estimation in the probit models with endogeneity and sample selection. For obtaining consistent estimators,we pay our attention to construct the maximum likelihood functions.