This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Testing Exogeneity in the Bivariate Probit Model: A Monte Carlo Study

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Chiara Monfardini
Rosalba Radice

Additional information is available for the following registered author(s):

Abstract

We conduct an extensive Monte Carlo experiment to examine the finite sample properties of maximum-likelihood-based inference in the bivariate probit model with an 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. Copyright (c) Blackwell Publishing Ltd and the Department of Economics, University of Oxford, 2007.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1468-0084.2007.00486.x
File Format: text/html
File Function: link to full text
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics and Statistics.

Volume (Year): 70 (2008)
Issue (Month): 2 (04)
Pages: 271-282
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:obuest:v:70:y:2008:i:2:p:271-282

Contact details of provider:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0305-9049

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0305-9049

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Kevin E. Staub, 2009. "Simple tests for exogeneity of a binary explanatory variable in count data regression models," Working Papers 0904, University of Zurich, Socioeconomic Institute. [Downloadable!]
  2. J. David Brown & Julie L. Hotchkiss & Myriam Quispe-Agnoli, 2008. "Undocumented worker employment and firm survivability," Working Paper 2008-28, Federal Reserve Bank of Atlanta. [Downloadable!]
  3. Daniele Fabbri & Chiara Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers wp06_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY. [Downloadable!]
    Other versions:
  4. Anthony Scott & Stefanie Schurer & Paul H. Jensen & Peter Sivey, 2008. "The Effect of Financial Incentives on Quality of Care: The Case of Diabetes," Melbourne Institute Working Paper Series wp2008n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    Other versions:
  5. Benjamin Artz, 2008. "Fringe Benefits and Job Satisfaction," Working Papers 08-03, UW-Whitewater, Department of Economics. [Downloadable!]
  6. Stephanie Von Hinke Kessler Scholder, 2007. "Maternal Employment and Overweight Children: Does Timing Matter?," Health, Econometrics and Data Group (HEDG) Working Papers 07/12, HEDG, c/o Department of Economics, University of York. [Downloadable!]
    Other versions:
  7. Ela Glowicka, 2006. "Effectiveness of bailouts in the EU," Discussion Papers 176, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
    Other versions:
  8. Frédérique Savignac, 2006. "The impact of financial constraints on innovation : evidence from french manufacturing firms," Cahiers de la Maison des Sciences Economiques v06042, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
    Other versions:
  9. Böckerman, Petri & Johansson, Edvard & Kauhanen, Antti, 2009. "Innovative Work Practices and Sickness Absence: What Does a Nationally Representative Employee Survey Tell?," MPRA Paper 17872, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  10. Mussa, Richard, 2009. "Impact of fertility on objective and subjective poverty in Malawi," MPRA Paper 16089, University Library of Munich, Germany. [Downloadable!]
  11. Bariş K. Yörük, 2006. "How Responsive are Charitable Donors to Requests to Give?," Boston College Working Papers in Economics 653, Boston College Department of Economics. [Downloadable!]
    Other versions:
  12. Böckerman, Petri & Ilmakunnas, Pekka, 2007. "Job disamenities, job satisfaction, quit intentions, and actual separations: putting the pieces together," MPRA Paper 3245, University Library of Munich, Germany. [Downloadable!]
  13. Audretsch, David B & Bönte, Werner & Mahagaonkar, Prashanth, 2009. "Financial Signalling by Innovative Nascent Entrepreneurs," CEPR Discussion Papers 7165, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  14. Helena Skyt Nielsen & Nina Smith & Aycan Celikaksoy, 2007. "The Effect of Marriage on Education of Immigrants: Evidence from a Policy Reform Restricting Spouse Import," Economics Working Papers 2007-07, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
  15. Anthony Scott & Stefanie Schurer & Paul H. Jensen & Peter Sivey, 2009. "The effects of an incentive program on quality of care in diabetes management," Health Economics, John Wiley & Sons, Ltd., vol. 18(9), pages 1091-1108. [Downloadable!]
  16. Böckerman, Petri & Ilmakunnas, Pekka, 2006. "Interaction of job disamenities, job satisfaction, and sickness absences: Evidence from a representative sample of Finnish workers," MPRA Paper 1800, University Library of Munich, Germany. [Downloadable!]
Statistics
Access and download statistics

Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2009-11-22.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.