文章基本信息

标题：Heteroskedasticity, the single crossing property and ordered response models
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作者：Andreas C. Drichoutis ; Rodolfo M. Nayga, Jr. ; Panagiotis Lazaridis 等
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2006
卷号：3
出版社：Economics Bulletin
摘要：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.