Skip to main content

Main menu

  • Topics
    Topics

    Topics

    Business and investmentConsumption and pricesEducation and skillsEmployment and incomeGovernment finances and spendingHealth and social careInternational developmentPoverty, inequality and social mobilityResearch methodsSavings, pensions and wealthTaxes and benefits

    Collections

    Student financeNHS waiting listsLevelling upHousing
    Help me find something
  • Research and analysis
    Research and analysis
    • Reports
      Reports

      Featured content

      The Mirrlees Review
    • Comment
    • Working papers
    • Journals
    • Press releases
    • Presentations
    • Fiscal Studies
    • Data
    • Fiscal facts
    Help me find something
  • Podcasts, explainers and calculators
    Podcasts, explainers and calculators
    • Podcasts
    • Explainers
    • Calculators and tools
      Calculators and tools

      Additional resources

      Fiscal factsGuides, manuals, software and more
    Cargo ship

    Trade Wars: The end of globalisation?

    podcast
    <p>Rising tariffs and trade wars are reshaping global trade. Is this the end of globalisation—and what does it mean for the UK and the world economy?</p>

    4 June 2025

    Person in wheelchair

    Why is the government reforming health-related benefits?

    podcast
    <p>We discuss the government's welfare reforms aimed at helping sick and disabled people into work, and what the changes mean for health-related benefits</p>

    14 May 2025

    High rise buildings

    What's the future of corporation tax?

    podcast
    <p><span style="color:black;font-family:&quot;Arial&quot;,sans-serif;">Corporation tax was introduced 60 years ago. Despite many predictions of its decline, it is now forecast to raise record amounts.&nbsp;</span></p>

    10 April 2025

    Additional resources

    Guides, manuals, software and moreFiscal facts: public finances, tax and benefits
    Help me find something
  • Events
    Events
    • Events
    • Seminars
    • Annual lectures
    • Past presentations
    View of Parliament from under an archway

    Spending Review 2025: IFS analysis

    event 12 June 2025
    <p>At this online event, <span class="TextRun SCXW147924733 BCX8 NormalTextRun" style="-webkit-tap-highlight-color:transparent;-webkit-user-drag:none;font-family:Aptos, Aptos_EmbeddedFont, Aptos_MSFontService, sans-serif;font-size:12pt;font-variant-ligatures:none !important;line-height:20.85px;margin:0px;padding:0px;user-select:text;" lang="EN-US" data-contrast="auto" xml:lang="EN-US">IFS researchers presented their overnight analysis of the Spending Review.</span></p>
    Image of tall modern office buildings

    CIOT/IFS Debate: What next for international tax co-operation?

    event 16 June 2025
    <p>At this online event <span style="-webkit-text-stroke-width:0px;background-color:rgb(255, 255, 255);color:rgb(0, 0, 0);display:inline !important;float:none;font-family:&quot;Open Sans&quot;, Helvetica, Arial, sans-serif;font-size:16px;font-style:normal;font-variant-caps:normal;font-variant-ligatures:normal;font-weight:400;letter-spacing:normal;orphans:2;text-align:left;text-decoration-color:initial;text-decoration-style:initial;text-decoration-thickness:initial;text-indent:0px;text-transform:none;white-space:normal;widows:2;word-spacing:0px;">an expert panel will debate the future of international tax co-operation.</span></p>
    Image of child walking to pre school

    Scaling early childhood development programmes and policies in low- and middle-income countries

    conference 24 June 2025
    <p><span data-teams="true">Thrive, on behalf of IFS and OPM, is hosting a two-day international interdisciplinary conference.</span></p>
    Help me find something
  • About
    About
    • People
      People
      • Research fellows
      • Research Associates
      • Former research staff
      • Visitors
      • Communications, finance and administration
    • Announcements
    • Governance
    • How we are funded
    • Impact
    • Jobs
    • Press office
    • History of the IFS
    • Contact
    Staff and students meeting in the office

    Jobs

    landing page
    <p>At IFS, we recruit and train top-quality economists and professional support staff. We aim to foster a respectful and inclusive working environment.</p>

    20 July 2022

    CPP Logo

    Centre for the Microeconomic Analysis of Public Policy

    The Research Centre at the heart of IFS is the CPP.
    Help me find something

Header right menu

  • Join us
  • Newsletters

Sites menu

Our sites

  • Classroom
    Resources for A-level / Post-16 teachers and students
  • CPP logo
    Centre for the Microeconomic Analysis of Public Policy
  • IFS Deaton Review of Inequality
    Inequality: The IFS Deaton Review
  • TaxLab logo
    TaxLab
  • The Pensions Review
    The Pensions Review
  • TaxDev
    TaxDev
  • Election 2024 logo
    Election 2024
  • Tax Law Review Committee
    Tax Law Review Committee
  • Education spending
    Education spending
  • How would you fund the NHS
    How would you fund the NHS?
  • cemmap
    cemmap
  • ELSA logo
    English Longitudinal Study of Ageing
Help me find something
Help me find something
Featured
  • Green budgets
  • Budget analysis
  • Elections
  • Scotland
  • Fiscal Studies
  • Pensions Review
  • Mirrlees Review
  • Living standards, poverty and inequality
  • IFS Deaton Review

Journal article

The asymptotic distribution of the sum of weighted squared residuals in the binary choice model

  • Frank Windmeijer

Published on 1 January 1990

  • Research methods
  • Methods
Journal graphic

Share

    Authors

    Person graphic
    Frank Windmeijer

    Research Fellow University of Bristol

    Suggested citation

    Windmeijer, F. (1990), 'The asymptotic distribution of the sum of weighted squared residuals in the binary choice model'

    More from IFS

    Understand this issue

    School girls in Rajasthan

    Gender norms, violence and adolescent girls’ trajectories: Evidence from India

    comment
    Changing the attitudes and behaviours of those enforcing restrictive societal norms is critical for meaningful improvements in women’s wellbeing.

    24 October 2022

    Treasury

    Spending Review 2025: What it means and why it matters

    podcast

    We take a closer look at the Spending Review and what the policies mean for public services, investment and the wider economy. 

    12 June 2025

    Cargo ship

    Trade Wars: The end of globalisation?

    podcast

    Rising tariffs and trade wars are reshaping global trade. Is this the end of globalisation—and what does it mean for the UK and the world economy?

    4 June 2025

    Policy analysis

    shopping centre

    Which places have the highest standard of living?

    comment

    Measuring living standards using average household spending gives a starkly different picture of regional inequalities than using average income.

    11 April 2025

    Publication graphic

    ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models

    report

    We develop novel methods for estimation and filtering of continuous-time models with stochastic volatility and jumps using so-called Approximate Bayesian Compu- tation which build likelihoods based on limited information.

    12 August 2014

    Publication graphic

    Assessing the economic benefits of education: reconciling microeconomic and macroeconomic approaches

    report

    This CAYT report discusses the strengths and limitations of several approaches to assessing the effect of education on productivity.

    14 March 2013

    Academic research

    Working paper cover

    Estimating intra-household sharing from time-use data

    working paper

    Estimating intra-household sharing is crucial to understanding overall inequality. However, expenditure data is almost always at the household level.

    2 May 2025

    Working paper cover

    Focal pricing constraints and pass-through of input cost changes

    working paper

    I show that the adoption and extent of focal pricing practices in an industry in general do not lower average pass-through of input cost changes.

    2 May 2025

    Journal Article Cover

    Using tax records to correct for under-representation of top income sources in surveys

    journal article

    We show that the survey correction method of Blanchet, Flores and Morgan (2022) can fail to correct its structure by components.

    6 May 2025

    Follow IFS Follow Subscribe to our podcasts Listen

    Footer menu top

    • Contact
    • Press office
    • Jobs
    • Data

    Sign up to IFS newsletters

    We send out regular emails about research and events. We also send out a monthly newsletter with a summary of recent work.

    * indicates required
    Select subjects

    Join us

    Individual membership:

    Objective analysis of economic policy is more important now than it has ever been. You can join our network and help improve public debate and government policy by becoming a member.

    Find out more and join

    Corporate membership:

    Help us to inform and improve government policy and public debate through high-quality, independent research.  

    Find out more and join

    The Institute for Fiscal Studies
    7 Ridgmount Street
    London WC1E 7AE

    Tel: 020 7291 4800
    Fax: 020 7323 4780
    Email: [email protected]

    Limited by guarantee
    Registered in England: 954616
    Registered charity: 258815

    • Copyright
    • Privacy
    © 2025 The Institute for Fiscal Studies Design and development by Soapbox