Search Results - subject:"Probit Model"

Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets

Bellégo, Christophe; Ferrara, Laurent - 2010

a time-varying probit model whose parameters evolve according to a Markov chain. For various forecast horizons, we … model in order to estimate an innovative factor augmented probit model. Out-of sample results over the period 2007 - 2008 …

Persistent link: https://www.econbiz.de/10014193933

The Impact of Financial Constraints on Innovation : What Can Be Learned from a Direct Measure?

Savignac, Frederique - 2010

face financial constraints are simultaneously estimated by a recursive bivariate probit model. Accounting for the …

Persistent link: https://www.econbiz.de/10013136870

Exports and Firm Characteristics in German Manufacturing Industries

Wagner, Joachim - 2010

Reliable information on the characteristics of exporting and non-exporting firms is important to guide theorists and policy makers in an evidence based way. This holds true especially for Germany, a leading actor on the world markets for goods and services. This paper makes three contributions...

Persistent link: https://www.econbiz.de/10013136942

Spatial, Temporal, and Spatiotemporal Autoregressive Probit Models of Binary Outcomes : Estimation, Interpretation, and Presentation

Franzese, Robert J. - 2010

Spatial/Spatiotemporal interdependence - i.e., that the outcomes, actions, or choices of some unit-times depend on those of others - is substantively and theoretically ubiquitous and central in binary outcomes of interest across the social sciences. However, most empirical applications omit...

Persistent link: https://www.econbiz.de/10013140392

Liquidity, Institutional Quality and the Composition of International Equity Flows

Goldstein, Itay - 2010

FDI investors control the management of the firms, whereas FPI investors delegate decisions to managers. Therefore, direct investors are more informed than portfolio investors about the prospects of projects. This information enables them to manage their projects more efficiently. However, if...

Persistent link: https://www.econbiz.de/10013148094

Predicting Foreign Bank Exits? A Logit and Probit Regression Approach

Hryckiewicz, Aneta - 2010

This paper describes the trends in foreign bank ownership across the world and presents, for the first time, empirical evidence on the causes of multinational banks' withdrawal from other countries. Using maximum likelihood estimation techniques and data on 81 closed foreign bank subsidiaries...

Persistent link: https://www.econbiz.de/10013148915

Dynamic modeling of fertility and labour market participation of married or cohabiting women

Edon, Cyriaque; Kamionka, Thierry - 2010

Persistent link: https://www.econbiz.de/10003964138

A bivariate ordered probit estimator with mixed effects

Buscha, Franz; Conte, Anna - 2010

In this paper, we discuss the derivation and application of a bivariate ordered probit model with mixed effects. Our … bivariate ordered probit model with mixed effects. Our approach allows one to estimate the distribution of the effect (gamma … required. 2 When both the dependent variable and the endogenous variable take a binary form, a bivariate probit model can …

Persistent link: https://www.econbiz.de/10003924208

A stochastic frontier model for discrete ordinal outcomes : a health production function

Griffiths, William E.; Zhang, Xiaohui; Zhao, Xueyan - 2010

Persistent link: https://www.econbiz.de/10008661677

A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China

Giles, John; Murtazashvili, Irina - 2010

Persistent link: https://www.econbiz.de/10008664028