Search Results - subject:"Probit models"

EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are assigned lower ratings, ceteris paribus, than "old" ones. We...

Persistent link: https://www.econbiz.de/10008494125

Graduating to Globalisation: A Study of Southern Multinationals

Shah, Ajay; Patnaik, Ila; Demirbas, Dilek - eSocialSciences - 2010

probit models, examining two key hypotheses using firm level panel data from India. First, it is tested whether there are …

Persistent link: https://www.econbiz.de/10008522009

Graduating to Globalisation : A Study of Southern Multinationals

Demirbas, Dilek; Patnaik, Ila; Shah, Ajay - East Asian Bureau of Economic Research (EABER) - 2010

probit models, examining two key hypotheses using firm level panel data from India. First, we test whether there are …

Persistent link: https://www.econbiz.de/10009363839

EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - CESifo - 2010

We model EU countries’ bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our aim is to assess whether “old” and “new” EU countries are rated differently and to determine whether “new” ones are assigned lower ratings, ceteris paribus, than...

Persistent link: https://www.econbiz.de/10008583666

Persistency of financial distress amongst Italian households: evidence from dynamic probit models

Giarda, Elena - Dipartimento di Scienze Statistiche "Paolo Fortunati", … - 2010

distress based on the distribution of net wealth. Finally we apply dynamic probit models to test for true state dependence in …

Persistent link: https://www.econbiz.de/10008763398

The Effect of Part-Time Work on Post-Secondary Educational Attainment: New Evidence from French Data

Beffy, Magali; Fougère, Denis; Maurel, Arnaud - Institute for the Study of Labor (IZA) - 2010

degree. We estimate probit models with two simultaneous equations accounting for part-time working while studying and for …

Persistent link: https://www.econbiz.de/10008466453

Neighborhood effects on unemployment ? A test à la Altonji

Dujardin, Claire; Goffette-Nagot, Florence - HAL - 2010

The aim of this paper is to test for the influence of neighborhood deprivation on individual unemployment probability in the case of Lyon (France). We estimate a bivariate probit model of unemployment and location in a deprived neighborhood. Our identiﬁcation strategy is twofold. First, we...

Persistent link: https://www.econbiz.de/10008791704

Recession forecasting with dynamic probit models under real time conditions

Proano, Christian - 2010

In this paper a dynamic probit model for recession forecasing under pseudo-real time is set up using a large set of macroeconomic and financial monthly indicators for Germany. Using different initial sets of explanatory variables, alternative dynamic probit specifications are obtained through an...

Persistent link: https://www.econbiz.de/10009306636

Individual characteristics and stated preferences for alternative energy sources and propulsion technologies in vehicles : a discrete choice analysis

Ziegler, Andreas - 2010

purchase variables. The econometric analysis with multinomial probit models identifies some population groups with a higher …

Persistent link: https://www.econbiz.de/10008746484

A Bivariate Ordered Probit Estimator with Mixed Effects

Buscha, Franz; Conte, Anna - Max-Planck-Institut für Ökonomik <Jena> / Abteilung … - 2009

discipline scores, and Kawakatsu and Largey (2009) who propose an EM algorithm for bivariate ordered probit models with …-Likelihood Estimation of Bivariate Ordered-Probit Models for Censored Data”, Working Paper, 38, Laxenburg, Austria: International …-282 Kawakatsu, H. and Largey, A.G. (2009) “EM algorithms for ordered probit models with endogenous regressors”, Econometrics …

Persistent link: https://www.econbiz.de/10005870967