Heteroskedasticity, the single crossing property and ordered response models

Andreas C. Drichoutis; Panagiotis Lazaridis; Rodolfo M. Nayga

Heteroskedasticity, the single crossing property and ordered response models

Andreas C. Drichoutis, Panagiotis Lazaridis, Rodolfo M. Nayga

Department of Food and Resource Economics

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

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.

Original language	English
Journal	Economics Bulletin
Volume	3
Issue number	1
Publication status	Published - 2006

ASJC Scopus subject areas

Economics, Econometrics and Finance(all)

Cite this

@article{e0ef7152cdc943fdb8354c0ce66f1cc6,

title = "Heteroskedasticity, the single crossing property and ordered response models",

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.",

author = "Drichoutis, {Andreas C.} and Panagiotis Lazaridis and Nayga, {Rodolfo M.}",

year = "2006",

language = "English",

volume = "3",

journal = "Economics Bulletin",

issn = "1545-2921",

publisher = "Economics Bulletin",

number = "1",

}

TY - JOUR

T1 - Heteroskedasticity, the single crossing property and ordered response models

AU - Drichoutis, Andreas C.

AU - Lazaridis, Panagiotis

AU - Nayga, Rodolfo M.

PY - 2006

Y1 - 2006

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=84892840755&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:84892840755

SN - 1545-2921

VL - 3

JO - Economics Bulletin

JF - Economics Bulletin

IS - 1

ER -

Heteroskedasticity, the single crossing property and ordered response models

Abstract

ASJC Scopus subject areas

Other files and links

Fingerprint

Cite this