Search Results

TRIPROBIT: Stata module to estimate trivariate probit model using the GHK simulator,
Antoine Terracol, from Boston College Department of Economics (2002)
Keywords: probit, trivariate

STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model,
Tom Doan, from Boston College Department of Economics
Keywords: Stepwise probit

A Probit Model of Choice Dynamics,
Purushottam Papatla and Lakshman Krishnamurthi, in Marketing Science (1992)
Keywords: inertia/mobility, choice dynamics, covariance probit, similarity

Convexity of probit weights,
Martin Schumann and Gautam Tripathi, in Statistics & Probability Letters (2018)
Keywords: Convexity; Probit model; Shape; Weight function;

HETEROSCEDASTIC PROBIT MODEL: AN APPLICATION OF HOME OWNERSHIP IN TURKEY,
Ebru Çaglayan and Turgut Un, in Regional and Sectoral Economic Studies (2012)
Keywords: probit, heteroscedastic probit, heteroscedasticity, home ownership

Trivariate Probit with Double Sample Selection: Theory and Application,
Víctor Gerardo Carreón Rodríguez and Jorge L. García García-Menéndez, from CIDE, División de Economía (2011)
Keywords: Probit, Double Sample Selection, Trivariate Probit

Bayesian Spatial Bivariate Panel Probit Estimation,
Badi Baltagi, Peter Egger and Michaela Kesina, from Center for Policy Research, Maxwell School, Syracuse University (2016)
Keywords: Spatial Econometric; Panel Probit; Multivariate Probit

A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit,
Massimo Filippini, William Greene, Nilkanth Kumar and Adan Martinez-Cruz, in Economics Letters (2018)
Keywords: Bivariate probit; Recursive Bivariate probit; Tetrachoric correlation; Monte Carlo simulation;

A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit,
Massimo Filippini, William Greene, Nilkanth Kumar and Adan Martinez-Cruz, from CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich (2017)
Keywords: Bivariate probit; Recursive Bivariate probit; Tetrachoric correlation; Monte Carlo simulation

First Derivatives of the log-L for the multivariate probit model,
Martin Barrenechea, from University Library of Munich, Germany (2007)
Keywords: PROBIT; ECONOMETRICS; DISCRETE CHOICE

Simple logit and probit marginal effects in R,
Alan Fernihough, from School of Economics, University College Dublin (2011)
Keywords: Econometrics; Econometrics; Logits; Probits

Weak Identification in Probit Models with Endogenous Covariates,
Jean-Marie Dufour and Joachim Wilde, from Institute of Empirical Economic Research, Osnabrueck University (2013)
Keywords: probit model, weak identification

PROBITIV: Stata module to perform instrumental variables probit,
Jonah Gelbach, from Boston College Department of Economics (1999)
Keywords: probit, instrumental variables

RATS program to estimate probit model with random effects,
Tom Doan, from Boston College Department of Economics
Keywords: Probit with random effects

SCOREGOF: Stata module to perform Score test of normality for probit and bivariate probit,
Richard Chiburis, from Boston College Department of Economics (2012)
Keywords: probit, biprobit, goodness of fit, score test

Probit Models with Binary Endogenous Regressors,
Jacob Arendt and Anders Holm, from University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics (2006)
Keywords: endogeneity; multivariate probit; approximation; Monte Carlo simulation

Betit: A Family that Nests Probit and Logit,
Wim Vijverberg, from eSocialSciences (2010)
Keywords: Dichotomous choice model, beta distribution, logit, probit

Betit: A Family That Nests Probit and Logit,
Wim Vijverberg, from Institute of Labor Economics (IZA) (2000)
Keywords: Dichotomous choice model, beta distribution, logit, probit

A Multinomial Probit Model of Stochastic Evolution,
David Myatt and Chris Wallace, from University of Oxford, Department of Economics (2002)
Keywords: multinational probit, stochastic evolution, idiosyncrasy, dominated strategies

A Structured Covariance Probit Demand Model,
Michael Cohen, from University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy (2009)
Keywords: Probit demand system, Structured covariance, Bayesian MCMC

Estimación del Modelo Probit Multivariante: Una Mejora,
Martin Vargas, from University Library of Munich, Germany (2003)
Keywords: Analytical Derivatives; Multivariate Probit; Econometrics; Ox; Multivariate Probit Log Likelihood

Bayesian Spatial Bivariate Panel Probit Estimation,
Badi Baltagi, Peter Egger and Michaela Kesina, from Emerald Group Publishing Limited (2016)
Keywords: Spatial econometrics, panel probit, multivariate probit, C11, C31, C35

A test of the normality assumption in the ordered probit model,
Paul Johnson, from University Library of Munich, Germany (1996)
Keywords: Ordered Probit, Normality, Lagrange Multiplier

Contagion in Banking Crises: A Spatial Probit Model,
Andrea Amaral, Margarida Abreu and Victor Mendes, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2010)
Keywords: Spatial Probit, banking crises, contagion.

Endogenous Probit And Endogenous Sample Selection Code,
Yuriy Tchamourliyski, from Boston College Department of Economics
Keywords: probit, sample selection, maximum likelihood

A Two-Stage Probit Model for Predicting Recovery Rates,
Ruey-Ching Hwang, Huimin Chung and C. K. Chu, in Journal of Financial Services Research (2016)
Keywords: Expanding rolling window approach, Ordered probit model, Probit transformation regression, Two-stage probit model, Recovery rate

Econometric analysis of the sequential probit model with an application to innovation surveys,
Patrick Waelbroeck, from Society for Computational Economics (2001)
Keywords: Sequential probit; simulation methods

An analysis of life satisfaction in Albania: An heteroscedastic ordered probit model approach,
Julie Litchfield, Barry Reilly and Mario Veneziani, in Journal of Economic Behavior & Organization (2012)
Keywords: Ordered probit; Heteroscedasticity; Albania;

PROBITMISS: Stata module for Efficient Probit Estimation with Partially missing Covariates,
Donal O'Neill, from Boston College Department of Economics (2011)
Keywords: probit, missing data, MAR

REGOPROB: Stata module to estimate random effects generalized ordered probit models,
Stefan Boes, from Boston College Department of Economics (2006)
Keywords: ordered probit, random effects

IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit,
Joseph Harkness, from Boston College Department of Economics (2005)
Keywords: probit, tobit, instrumental variables

RATS programs to replicate Dueker(2005) JBES dynamic probit model,
Tom Doan, from Boston College Department of Economics
Keywords: Dynamic probit model

Probit with Dependent Obervations,
Dale J. Poirier and Paul Ruud, from Department of Economics, Institute for Business and Economic Research, UC Berkeley (1987)
Keywords: ARMA, limited dependent variables, probit, generalized method of moments, autocorrelation, Social and Behavioral Sciences

Boolean logit and probit in Stata,
Bear Braumoeller, in Stata Journal (2004)
Keywords: mlboolean, dichotomous dependent variable, Boolean, logit, probit, multiple causal paths, complexity, random utility

A Bivariate Fractional Probit Model,
Jörg Schwiebert, from University of Lüneburg, Institute of Economics (2018)
Keywords: Bivariate model, Fractional probit model, Fractional response variable, Seemingly unrelated regression, Univariate model

A Proposed Estimator for Dynamic Probit Models,
Wei Gao, Qiwei Yao and Wicher Bergsman, from University Library of Munich, Germany (2013)
Keywords: Dynamic and static probit models; Panel data; Generalized Linear models

Convergence in corporate governance: a probit analysis,
Pedro Verga Matos, Nicoletta Rosati and Horácio C. Faustino, in International Journal of Economics and Business Research (2016)
Keywords: corporate governance models; convergence; ordered probit; ratings; Europe; quality measures.

Robust Estimation of Probit Models with Endogeneity,
Andrea A. Naghi, Máté Váradi and Mikhail Zhelonkin, from Tinbergen Institute (2021)
Keywords: Binary outcomes, Probit model, Endogenous variable, Instrumental variable, Robust Estimation

Logit and Probit application for the prediction of bankruptcy in Slovak companies,
Maria Kovacova and Tomas Kliestik, in Equilibrium. Quarterly Journal of Economics and Economic Policy (2017)
Keywords: bankruptcy; logit; probit; Slovak companies; financial health

AN EMPIRICAL-COMPARISON OF PROBIT AND OLS REGRESSION HYPOTHESIS TESTS,
E Noreen, in Journal of Accounting Research (1988)
Keywords: Research Methodology, Probit regression, OLS regression

Datos de panel en Probit dinámicos,
Jhon Mora Rodriguez, in Estudios Gerenciales (2006)
Keywords: Datos de panel, probit dinámicos,mercado laboral.

DATOS DE PANEL EN PROBIT DINÁMICOS,
Jhon Mora Rodriguez, from Universidad Icesi (2006)
Keywords: Datos de Panel, Probit Dinámicos, Mercado Laboral

Partial maximum likelihood estimation of spatial probit models,
Honglin Wang, Emma Iglesias and Jeffrey Wooldridge, in Journal of Econometrics (2013)
Keywords: Spatial statistics; Maximum likelihood; Probit model;

Poverty Dynamics in Peru 2001-2003: A Probit Model Analysis,
Renzo Gambetta Podesta, from University Library of Munich, Germany (2007)
Keywords: Poverty Dynamics; Transition Matrix; Regression Probit Model

A note on GMM-estimation of probit models with endogenous regressors,
Joachim Wilde, from Halle Institute for Economic Research (IWH) (2005)
Keywords: generalized method of moments, probit model, endogenous regressor

A note on GMM estimation of probit models with endogenous regressors,
Joachim Wilde, in Statistical Papers (2008)
Keywords: Generalized method of moments, Probit model, Endogenous regressor,

Disclosure Factors of Executive Managers Remuneration: A Probit Model,
Themistokles Lazarides and Elektra Pitoska, in American Journal of Economics and Business Administration (2010)
Keywords: Probit model, Compensation, board of directors, corporate governance

Internationalization choices: an ordered probit analysis at industry level,
Filomena Pietrovito, Alberto Pozzolo and Luca Salvatici, in Empirical Economics (2016)
Keywords: Internationalization choices, Exports, Mergers and acquisitions, Ordered probit

Weak identification in probit models with endogenous covariates,
Jean-Marie Dufour and Joachim Wilde, in AStA Advances in Statistical Analysis (2018)
Keywords: Probit model, Weak identification, z-test

Pairwise likelihood inference for the random effects probit model,
T.-F. Lo, P.-H. Ke and Wen-Jen Tsay, in Computational Statistics (2018)
Keywords: Discrete choice, Panel probit model, Error function

Total, Direct, and Indirect Effects in Logit and Probit Models,
Richard Breen, Kristian Karlson and Anders Holm, in Sociological Methods & Research (2013)
Keywords: logit; probit; path decomposition; khb; causal effects

Traveler perceptions and airline choice: A multivariate probit approach,
Christina P. Milioti, Matthew G. Karlaftis and Eleni Akkogiounoglou, in Journal of Air Transport Management (2015)
Keywords: Multivariate probit model; Airline choice determinants;

Convenient Specification Tests for Logit and Probit Models,
Russell Davidson and James MacKinnon, from Economics Department, Queen's University (1982)
Keywords: binary response model, LM test, logit, probit

Standard errors of marginal effects in the heteroskedastic probit model,
Thomas Cornelissen, from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2005)
Keywords: heteroskedastic probit model, marginal effects, Stata

HETOP: Stata module for estimating heteroskedastic ordered probit models with ordered frequency data,
Benjamin R. Shear and Sean F. Reardon, from Boston College Department of Economics (2019)
Keywords: ordered probit, heteroskedastic probit, frequency data

Analysis of Prevalence of Malaria and Anemia Using Bivariate Probit Model,
Senayit Seyoum, in Annals of Data Science (2018)
Keywords: Malaria, Anemia, Bivariate probit, Seemingly unrelated bivariate probit

Migration, Remittances, and Entrepreneurship: A Seemingly Unrelated Bivariate Probit Approach,
Mrika Kotorri, Besnik A. Krasniqi and Marina Dabic, in Remittances Review (2020)
Keywords: Migration; remittances; entrepreneurship; bivariate probit

Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning,
Kenneth Train, from Department of Economics, Institute for Business and Economic Research, UC Berkeley (1995)
Keywords: Probit, Simulation, Social and Behavioral Sciences

The spatial Probit model—An application to the study of banking crises at the end of the 1990’s,
Andrea Amaral, Margarida Abreu and Victor Mendes, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Spatial probit; Banking crises; Contagion;

Multinomial Probit Models of Military Enlistments: A Comparison of Alternative Solution Algorithms,
Charles Dale, from University Library of Munich, Germany (1983)
Keywords: Probit Models; Military Economics: Simulations

The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s,
Victor Mendes, from University of Evora, CEFAGE-UE (Portugal) (2014)
Keywords: Spatial probit; Banking crises; Contagion.

Significant Determiners of Greek Debt Crisis: A Comparative Analysis with Probit and MARS Approaches,
Filiz Mızrak and Serhat Yüksel, in International Journal of Finance & Banking Studies (2019)
Keywords: Greece, Debt Crisis, Probit, MARS

The Endogenous Sequential Probit model: An application to the demand for hospital utilization,
Murat Munkin, in Economics Letters (2011)
Keywords: Sequential Probit Treatment effects MCMC

Global recessions and booms: What do probit models tell us?,
Ursel Baumann, Ramón Gómez Salvador and Franz Seitz, from University of Applied Sciences Amberg-Weiden (OTH) (2018)
Keywords: Global GDP, Probit, Turning Points

Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex,
Jörg Clostermann, Alexander Koch, Andreas Rees and Franz Seitz, from University of Applied Sciences Amberg-Weiden (OTH) (2009)
Keywords: Geschäftserwartungen, Probit-Modell, stepwise, Prognose

Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex,
Jörg Clostermann, Alexander Koch, Andreas Rees and Franz Seitz, from Technische Hochschule Ingolstadt (THI) (2009)
Keywords: Geschäftserwartungen, Probit-Modell, stepwise, Prognose

Predicting post-war US recessions: A probit modelling approach,
Constantinos Alexiou and Emmanouil Trachanas, in Structural Change and Economic Dynamics (2020)
Keywords: US recessions; Profitability; Probit models;

SKPROBIT: Stata module to perform Lagrange Multiplier Test for Normality for Probit model,
Ibrahima Diallo, from Boston College Department of Economics (2010)
Keywords: probit, normality, Lagrange multiplier test

PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit,
Christopher Baum, from Boston College Department of Economics (2007)
Keywords: instrumental variables, exogeneity, probit, tobit

RBIPROBIT: Stata module to estimate recursive bivariate probit regressions,
Mustafa Coban, from Boston College Department of Economics (2022)
Keywords: bivariate probit, recursive, maximum likelihood

MEOPROBIT: Stata module to compute marginal effects after estimation of ordered probit,
Thomas Cornelissen, from Boston College Department of Economics (2006)
Keywords: ordered probit, marginal effects, oprobit

Convenient estimators for the panel probit model: Further results,
William Greene, in Empirical Economics (2004)
Keywords: Panel probit model, multivariate probit, GMM, simulated likelihood, latent class, marginal effects, C14, C23, C25,

Estimation for dynamic and static panel probit models with large individual effects,
Wei Gao, Wicher Bergsma and Qiwei Yao, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Dynamic probit regression; generalized linear models; panel data; probit models; static probit regression

Estimación de la probabilidad de default: un modelo probit para los bancos argentinos,
Felipe Klein, in Ensayos de Política Económica (2014)
Keywords: Probit, financiero, macroeconomía, bancario

A Note on the Persistence of Firms' Innovation Behavior: A Dynamic Random Effect Probit Model Approach,
Chia-Hui Huang, in Economics Bulletin (2008)
Keywords: dynamic probit model

Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status,
Alejandra Traferri, from Universidad Carlos III de Madrid. Departamento de Economía (2009)
Keywords: Dynamic ordered probit

Large deviations and multinomial probit choice,
Emin Dokumaci and William Sandholm, in Journal of Economic Theory (2011)
Keywords: Discrete choice theory; Large deviations theory; Multinomial probit model; Stochastic evolutionary game theory; Stochastic stability;

bireprob: An estimator for bivariate random-effects probit models,
Alexander Plum, in Stata Journal (2016)
Keywords: bireprob, bivariate random-effects probit, maximum simulated likelihood, Halton draws

Heteroskedasticity in One-Way Error Component Probit Models,
Richard Kouamé Moussa, in Econometrics (2019)
Keywords: heteroskedasticity; probit; panel data; Gauss–Hermite quadrature; Monte Carlo simulation

The persistence of energy poverty: A dynamic probit analysis,
Yonas Alem and Eyoual Demeke, in Energy Economics (2020)
Keywords: Energy poverty; Kerosene price; Dynamic probit; Urban Ethiopia;

Interaction and quadratic effects in probit model with endogenous regressors,
Xianbo Zhou and Heyang Li, in Economics Letters (2021)
Keywords: Endogenous probit model; Interaction effect; Quadratic effect; Bootstrap standard errors;

Simulated Classical Tests in the Multiperiod Multinomial Probit Model,
Andreas Ziegler, from ZEW - Leibniz Centre for European Economic Research (2002)
Keywords: Simulated classical tests, multiperiod multinomial probit model, Monte Carlo simulation

An ordered probit analysis of monetary policy inertia,
Bayar Omer, in The B.E. Journal of Macroeconomics (2015)
Keywords: federal funds rate, monetary policy inertia, ordered probit model

Grouped probit regression analysis for shooting effectiveness in basketball,
Jerzy Marzec, Stanisław Czyż and Piotr Styrkowiec, in Collegium of Economic Analysis Annals (2015)
Keywords: grouped probit model, especial skills, basketball shooting effectiveness

Consistent EM algorithm for a spatial autoregressive probit model,
Wei Cheng, in Journal of Spatial Econometrics (2022)
Keywords: Spatial probit model, EM algorithm, Near-epoch dependence, Consistent estimator

Probit Models for Grouped-data Migration Flows: A TheoreticalNote,
Coro Chasco Yrigoyen, Patricio Aroca and Luc Anselin, in Revista Economía (2019)
Keywords: Probit model; Gravity model; Proportions; Migration flows; Spain

Estimating the Proportion of a Categorical Variable With Probit Regression,
Sergio Martínez, Maria Rueda, Antonio Arcos and Helena Martínez, in Sociological Methods & Research (2020)
Keywords: auxiliary information; calibration estimator; probit regression; finite population; sampling design

Score Tests of Normality in Bivariate Probit Models,
Anthony Murphy, from University Library of Munich, Germany (2005)
Keywords: Score test, bivariate probit, normality, Gram-Charlier series

Semi-nonparametric estimation of extended ordered probit models,
Mark Stewart, in Stata Journal (2004)
Keywords: ordered response models, ordered probit, semi-nonparametric estimation

Testing for spatial error dependence in probit models,
Pedro Amaral, Luc Anselin and Daniel Arribas-Bel, in Letters in Spatial and Resource Sciences (2013)
Keywords: Spatial econometrics, Spatial probit, Moran’s I, C21, C25,