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

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

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

General Economics,Econometrics and Finance

Cite this

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Heteroskedasticity, the single crossing property and ordered response models

Abstract

ASJC Scopus subject areas

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