Search Results - subject:"Probit models"

SCHOOL ATTENDANCE, CHILD LABOUR AND GENDER BIAS IN MOROCCO

Mario, Veneziani - Dipartimenti e Istituti di Scienze Economiche, … - 2008

Using cross-sectional data and employing probit models, the paper investigates child school attendance and labour in …

Persistent link: https://www.econbiz.de/10008460556

Does public housing occupancy increase unemployment?

Dujardin, Claire; Goffette-Nagot, Florence - HAL - 2008

In order to test for the effect of public housing occupancy on unemployment, we estimate a simultaneous probit model of unemployment and public housing. On a first sample, we instrument public housing with the gender composition of children. On a second sample, the instrument is the share of...

Persistent link: https://www.econbiz.de/10008790393

Disentangling specific subsets of innovations : a micro-econometric analysis of their determinants

Ziegler, Andreas - 2008

probit models 2 1. Introduction Corporate innovations are an important component in the process of technological change … (binary) probit models (e.g., Flaig and Stadler, 1994), the determinants of “Environmental product innovations … jointly examined in multivariate (binary) probit models with four equations (see Appendix 1). Besides the estimation of the …

Persistent link: https://www.econbiz.de/10003762316

Securitization and Italian banks’ risk during the crisis

Battaglia, Francesca; Mazzuca, Maria - In: The Journal of Risk Finance 15 (2014) 4, pp. 458-478

research hypotheses, we adopt ordered probit models, in which we regress the changes in credit risk and liquidity on a set of … probit models) has not been used in the past in this context. …

Persistent link: https://www.econbiz.de/10014902011

Forecast combination for U.S. recessions with real-time data

Pauwels, Laurent; Vasnev, Andrey - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 138-148

This paper proposes the use of forecast combination to improve predictive accuracy in forecasting the U.S. business cycle index, as published by the Business Cycle Dating Committee of the NBER. It focuses on one-step ahead out-of-sample monthly forecast utilising the well-established coincident...

Persistent link: https://www.econbiz.de/10010777011

Corporate patents and knowledge sourcing from universities

Falk, Martin - In: Empirica 41 (2014) 1, pp. 83-100

This paper provides empirical evidence on the link between different external knowledge sourcing strategies from universities and firms’ innovation output measured by the number of patent applications. Three strategies for acquiring external knowledge are distinguished: buying, cooperating and...

Persistent link: https://www.econbiz.de/10010868546

Securitization and Italian banks’ risk during the crisis

Battaglia, Francesca; Mazzuca, Maria - In: Journal of Risk Finance 15 (2014), pp. 458-478

research hypotheses, we adopt ordered probit models, in which we regress the changes in credit risk and liquidity on a set of … probit models) has not been used in the past in this context. …

Persistent link: https://www.econbiz.de/10010944781

Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency

Salvador, Carlos; Pastor, Jose Manuel; Fernández de … - In: Journal of Financial Stability 11 (2014) C, pp. 13-31

This paper studies the impact of the subprime crisis on the ratings issued by the rating agencies in evaluating the solvency of banks. After ascertaining a significant worsening of ratings after the crisis, the paper hypothesises the possibility that this worsening is due not exclusively to a...

Persistent link: https://www.econbiz.de/10011046549

Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis

Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822

Persistent link: https://www.econbiz.de/10010416254

Securitization and Italian banks' risk during the crisis

Battaglia, Francesca; Mazzuca, Maria - In: Journal of risk finance : the convergence of financial … 15 (2014) 4, pp. 458-478

Persistent link: https://www.econbiz.de/10010429740