Heteroskedasticity, the single crossing property and ordered response models

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

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)


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 languageEnglish
JournalEconomics Bulletin
Issue number1
Publication statusPublished - 2006

ASJC Scopus subject areas

  • General Economics,Econometrics and Finance


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