Heteroskedasticity, the single crossing property and ordered response models

Andreas Drichoutis, Rodolfo Nayga and Panagiotis Lazaridis ()

Economics Bulletin, 2006, vol. 3, issue 32, 1-6

Abstract: Heteroskedasticity in ordered response models has not garnered enough attention in the literature. Econometric software packages do not handle this problem satisfactorily either. We provide formulas to calculate heteroskedasticity corrected marginal effects and discrete changes using an approach that deals with single crossing property, a very restrictive assumption of ordered response models.

JEL-codes: C1 (search for similar items in EconPapers)
Date: 2006-11-24
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Citations: View citations in EconPapers (1)

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