advanced dynamic probit modeling approaches. The proposed risk factors include financial market expectations of a gloomy … different dynamic probit models and the standard static model. The out-of-sample analysis suggests that the four probit models … duration. With respect to forecasting the business cycle turning points, the static probit model is as good as the dynamic …

limited. Alternative definitions of disability are considered. The probability of low income is estimated adopting dynamic … probit models accounting for unobserved heterogeneity, state dependence and endogenous initial conditions. Findings …

this paper, we consider the predictive ability of the binary dependent dynamic probit model in predicting the direction of …

makes a dynamic probit analysis on the mode choice between wholly-owned subsidiaries and joint ventures. Empirical results …

In this paper a dynamic probit model for recession forecasing under pseudo-real time is set up using a large set of … dynamic probit specifications are obtained through an automatized general-to-specific lag selection procedure, which are then …

advertising. We formalize this framework in a dynamic probit model and estimate it with Markov chain Monte Carlo methods. Data on …