Add to ORKGnone2We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-likelihood-based inference in the bivariate probit model with endogenous dummy. We analyse the relative performance of alternative exogeneity tests, the impact of distributional misspecification and the role of exclusion restrictions to achieve parameter identification in practice. The results allow us to infer important guidelines for applied econometric practice.ISI Journal Citation Reports® 2006 Impact Factor: 0.722 Citations from Google scholar: http://scholar.google.it/scholar?hl=it&lr=&cites=10407103271967227767mixedC. Monfardini; R. RadiceC. Monfardini; R. Radic
Lagrange multiplier and Wald tests for the hypothesis of absence of unobserved confounding are exten...
The classic recursive bivariate probit model is of particular interest to researchers since it allow...
This dissertation consists of three stand-alone chapters, each of which investigates a specific endo...
We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-li...
We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-li...
We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-li...
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely t...
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely t...
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely t...
Many economic applications involve the modeling of a binary variable as simultaneously determined w...
This article investigates power and size of some tests for exogeneity of a binary explanatory variab...
A two-step maximum likelihood procedure is proposed for estimating simultaneous probit models and is...
• This paper analyzes the possibility of detecting observable and non-observable social interactions...
Abstract. In this paper I revisit the question of how several estima-tor of an endogenous probit reg...
Probit models with endogenous regressors are commonly used models in economics and other social scie...
Lagrange multiplier and Wald tests for the hypothesis of absence of unobserved confounding are exten...
The classic recursive bivariate probit model is of particular interest to researchers since it allow...
This dissertation consists of three stand-alone chapters, each of which investigates a specific endo...
We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-li...
We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-li...
We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-li...
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely t...
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely t...
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely t...
Many economic applications involve the modeling of a binary variable as simultaneously determined w...
This article investigates power and size of some tests for exogeneity of a binary explanatory variab...
A two-step maximum likelihood procedure is proposed for estimating simultaneous probit models and is...
• This paper analyzes the possibility of detecting observable and non-observable social interactions...
Abstract. In this paper I revisit the question of how several estima-tor of an endogenous probit reg...
Probit models with endogenous regressors are commonly used models in economics and other social scie...
Lagrange multiplier and Wald tests for the hypothesis of absence of unobserved confounding are exten...
The classic recursive bivariate probit model is of particular interest to researchers since it allow...
This dissertation consists of three stand-alone chapters, each of which investigates a specific endo...