The QLIM Procedure

Abramowitz, M. and Stegun, A. (1970), Handbook of Mathematical Functions, New York: Dover Press.

Aigner, C., Lovell, C. A. K., and Schmidt, P. (1977), “Formulation and Estimation of Stochastic Frontier Production Function Models,” Journal of Econometrics, 6, 21–37.

Aitchison, J. and Silvey, S. (1957), “The Generalization of Probit Analysis to the Case of Multiple Responses,” Biometrika, 44, 131–140.

Amemiya, T. (1978a), “The Estimation of a Simultaneous Equation Generalized Probit Model,” Econometrica, 46, 1193–1205.

Amemiya, T. (1978b), “On a Two-Step Estimate of a Multivariate Logit Model,” Journal of Econometrics, 8, 13–21.

Amemiya, T. (1981), “Qualitative Response Models: A Survey,” Journal of Economic Literature, 19, 483–536.

Amemiya, T. (1984), “Tobit Models: A Survey,” Journal of Econometrics, 24, 3–61.

Amemiya, T. (1985), Advanced Econometrics, Cambridge, MA: Harvard University Press.

Battese, G. E. and Coelli, T. J. (1988), “Prediction of Firm-Level Technical Efficiencies with a Generalized Frontier Production Function and Panel Data,” Journal of Econometrics, 38, 387–399.

Ben-Akiva, M. and Lerman, S. R. (1985), Discrete Choice Analysis: Theory and Application to Travel Demand, MIT Press Series in Transportation Studies, Cambridge, MA: MIT Press.

Bera, A. K., Jarque, C. M., and Lee, L.-F. (1984), “Testing the Normality Assumption in Limited Dependent Variable Models,” International Economic Review, 25, 563–578.

Berger, J. O. (1985), Statistical Decision Theory and Bayesian Analysis, 2nd Edition, New York: Springer-Verlag.

Bloom, D. E. and Killingsworth, M. R. (1985), “Correcting for Truncation Bias Caused by a Latent Truncation Variable,” Journal of Econometrics, 27, 131–135.

Box, G. E. P. and Cox, D. R. (1964), “An Analysis of Transformations,” Journal of the Royal Statistical Society, Series B, 26, 211–234.

Cameron, A. C. and Trivedi, P. K. (1986), “Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests,” Journal of Applied Econometrics, 1, 29–53.

Cameron, A. C. and Trivedi, P. K. (1998), Regression Analysis of Count Data, Cambridge: Cambridge University Press.

Christensen, L. R. and Greene, W. H. (1976), “Economies of Scale in U.S. Electric Power Generation,” Journal of Political Economy, 84, 655–676.

Coelli, T. J., Prasada Rao, D. S., and Battese, G. E. (1998), An Introduction to Efficiency and Productivity Analysis, London: Kluwer Academic.

Copley, P. A., Doucet, M. S., and Gaver, K. M. (1994), “A Simultaneous Equations Analysis of Quality Control Review Outcomes and Engagement Fees for Audits of Recipients of Federal Financial Assistance,” Accounting Review, 69, 244–256.

Cox, D. R. (1970), Analysis of Binary Data, London: Metheun.

Cox, D. R. (1972), “Regression Models and Life Tables,” Journal of the Royal Statistical Society, Series B, 20, 187–220, with discussion.

Cox, D. R. (1975), “Partial Likelihood,” Biometrika, 62, 269–276.

Deis, D. R. and Hill, R. C. (1998), “An Application of the Bootstrap Method to the Simultaneous Equations Model of the Demand and Supply of Audit Services,” Contemporary Accounting Research, 15, 83–99.

Estrella, A. (1998), “A New Measure of Fit for Equations with Dichotomous Dependent Variables,” Journal of Business and Economic Statistics, 16, 198–205.

Gallant, A. R. (1987), Nonlinear Statistical Models, New York: John Wiley & Sons.

Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B. (2004), Bayesian Data Analysis, 2nd Edition, London: Chapman & Hall.

Genz, A. (1992), “Numerical Computation of Multivariate Normal Probabilities,” Journal of Computational and Graphical Statistics, 1, 141–150.

Godfrey, L. G. (1988), Misspecification Tests in Econometrics, Cambridge: Cambridge University Press.

Gourieroux, C., Monfort, A., Renault, E., and Trognon, A. (1987), “Generalized Residuals,” Journal of Econometrics, 34, 5–32.

Greene, W. H. (1997), Econometric Analysis, 3rd Edition, Upper Saddle River, NJ: Prentice-Hall.

Gregory, A. W. and Veall, M. R. (1985), “On Formulating Wald Tests for Nonlinear Restrictions,” Econometrica, 53, 1465–1468.

Hajivassiliou, V. A. (1993), “Simulation Estimation Methods for Limited Dependent Variable Models,” in G. S. Maddala, C. R. Rao, and H. D. Vinod, eds., Econometrics, volume 11 of Handbook of Statistics, New York: Elsevier Science.

Hajivassiliou, V. A. and McFadden, D. (1998), “The Method of Simulated Scores for the Estimation of LDV Models,” Econometrica, 66, 863–896.

Hajivassiliou, V. A., McFadden, D. L., and Ruud, P. A. (1996), “Simulation of Multivariate Normal Rectangle Probabilities and Their Derivatives: Theoretical and Computational Results,” Journal of Econometrics, 72, 85–134.

Heckman, J. J. (1978), “Dummy Endogenous Variables in a Simultaneous Equation System,” Econometrica, 46, 931–959.

Hinkley, D. V. (1975), “On Power Transformations to Symmetry,” Biometrika, 62, 101–111.

Jondrow, J., Lovell, C. A. K., Materov, I. S., and Schmidt, P. (1982), “On the Estimation of Technical Efficiency in the Stochastic Frontier Production Function Model,” Journal of Econometrics, 19, 233–238.

Kim, M. and Hill, R. C. (1993), “The Box-Cox Transformation-of-Variables in Regression,” Empirical Economics, 18, 307–319.

Kumbhakar, S. C. and Lovell, C. A. K. (2000), Stochastic Frontier Analysis, New York: Cambridge University Press.

Lee, L.-F. (1981), “Simultaneous Equations Models with Discrete and Censored Dependent Variables,” in C. F. Manski and D. McFadden, eds., Structural Analysis of Discrete Data with Econometric Applications, Cambridge, MA: MIT Press.

Long, J. S. (1997), Regression Models for Categorical and Limited Dependent Variables, Thousand Oaks, CA: Sage Publications.

McFadden, D. (1974), “Conditional Logit Analysis of Qualitative Choice Behavior,” in P. Zarembka, ed., Frontiers in Econometrics, New York: Academic Press.

McFadden, D. (1981), “Econometric Models of Probabilistic Choice,” in C. F. Manski and D. McFadden, eds., Structural Analysis of Discrete Data with Econometric Applications, Cambridge, MA: MIT Press.

McKelvey, R. D. and Zavoina, W. (1975), “A Statistical Model for the Analysis of Ordinal Level Dependent Variables,” Journal of Mathematical Sociology, 4, 103–120.

Meeusen, W. and van den Broeck, J. (1977), “Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error,” International Economic Review, 18, 435–444.

Mroz, T. A. (1987), “The Sensitivity of an Empirical Model of Married Women’s Work to Economic and Statistical Assumptions,” Econometrica, 55, 765–799.

Mroz, T. A. (1999), “Discrete Factor Approximations in Simultaneous Equation Models: Estimating the Impact of a Dummy Endogenous Variable on a Continuous Outcome,” Journal of Econometrics, 92, 233–274.

Nawata, K. (1994), “Estimation of Sample Selection Bias Models by the Maximum Likelihood Estimator and Heckman’s Two-Step Estimator,” Economics Letters, 45, 33–40.

Parks, R. W. (1967), “Efficient Estimation of a System of Regression Equations When Disturbances Are Both Serially and Contemporaneously Correlated,” Journal of the American Statistical Association, 62, 500–509.

Phillips, C. B. and Park, J. Y. (1988), “On Formulating Wald Tests of Nonlinear Restrictions,” Econometrica, 56, 1065–1083.

Powers, D. A. and Xie, Y. (2000), Statistical Methods for Categorical Data Analysis, San Diego: Academic Press.

Rivers, D. and Vuong, Q. H. (1988), “Limited Information Estimators and Exogeneity Tests for Simultaneous Probit Models,” Journal of Econometrics, 39, 347–366.

Roberts, G. O., Gelman, A., and Gilks, W. R. (1997), “Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms,” Annals of Applied Probability, 7, 110–120.

Roberts, G. O. and Rosenthal, J. S. (2001), “Optimal Scaling for Various Metropolis-Hastings Algorithms,” Statistical Science, 16, 351–367.

Schervish, M. J. (1995), Theory of Statistics, New York: Springer-Verlag.

Wooldridge, J. M. (2002), Econometric Analysis of Cross Section and Panel Data, Cambridge, MA: MIT Press.