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Testing exogeneity in the bivariate probit model: Monte Carlo evidence and an application to health economics

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  • D. Fabbri
  • C. Monfardini
  • R. Radice

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Bibliographic Info

Paper provided by Dipartimento Scienze Economiche, Universita' di Bologna in its series Working Papers with number 514.

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Date of creation: 2004
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Handle: RePEc:bol:bodewp:514

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References

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  1. Thomas C. Buchmueller & Agnès Couffinhal & Michel Grignon & Marc Perronnin, 2004. "Access to physician services: does supplemental insurance matter? Evidence from France," Health Economics, John Wiley & Sons, Ltd., vol. 13(7), pages 669-687.
  2. Davidson, Russell & MacKinnon, James G., 1984. "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, Elsevier, vol. 25(3), pages 241-262, July.
  3. Smith, Richard J & Blundell, Richard W, 1986. "An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply," Econometrica, Econometric Society, Econometric Society, vol. 54(3), pages 679-85, May.
  4. Wilde, Joachim, 2000. "Identification of multiple equation probit models with endogenous dummy regressors," Economics Letters, Elsevier, Elsevier, vol. 69(3), pages 309-312, December.
  5. Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, Elsevier, vol. 92(2), pages 275-294, October.
  6. Jonathan Gruber & Maria Owings, 1996. "Physician Financial Incentives and Cesarean Section Delivery," RAND Journal of Economics, The RAND Corporation, vol. 27(1), pages 99-123, Spring.
  7. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 5(03), pages 363-384, December.
  8. Stephen Pudney & Michael Shields, . "Gender, Race, Pay and Promotion in the British Nursing Profession Estimation of a Generalised Ordered ProbitModel," Discussion Papers in Economics, Department of Economics, University of Leicester 97/4, Department of Economics, University of Leicester.
  9. Alex Bryson & Lorenzo Cappellari & Claudio Lucifora, 2003. "Does Union Membership Really Reduce Job Satisfaction?," CEP Discussion Papers, Centre for Economic Performance, LSE dp0569, Centre for Economic Performance, LSE.
  10. Alberto HOLLY & Lucien GARDIOL & Gianfranco DOMENIGHETTI & Brigitte BISIG, 1998. "An Econometric Model of Health Care Utilization and Health Insurance in Switzerland," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP 9803, Université de Lausanne, Faculté des HEC, DEEP.
  11. Derek Deadman & Ziggy MacDonald, 2004. "Offenders as victims of crime?: an investigation into the relationship between criminal behaviour and victimization," Journal of the Royal Statistical Society Series A, Royal Statistical Society, Royal Statistical Society, vol. 167(1), pages 53-67.
  12. Chesher, Andrew & Irish, Margaret, 1987. "Residual analysis in the grouped and censored normal linear model," Journal of Econometrics, Elsevier, Elsevier, vol. 34(1-2), pages 33-61.
  13. Kooreman, Peter, 1994. "Estimation of Econometric Models of Some Discrete Games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(3), pages 255-68, July-Sept.
  14. James J. Heckman, 1977. "Dummy Endogenous Variables in a Simultaneous Equation System," NBER Working Papers 0177, National Bureau of Economic Research, Inc.
  15. Cromwell, Jerry & Mitchell, Janet B., 1986. "Physician-induced demand for surgery," Journal of Health Economics, Elsevier, Elsevier, vol. 5(4), pages 293-313, December.
  16. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, Econometric Society, vol. 53(5), pages 1047-70, September.
  17. McGuire, Thomas G., 2000. "Physician agency," Handbook of Health Economics, Elsevier, in: A. J. Culyer & J. P. Newhouse (ed.), Handbook of Health Economics, edition 1, volume 1, chapter 9, pages 461-536 Elsevier.
  18. Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 4(S), pages S29-59, Supplemen.
  19. Tauchen, George, 1985. "Diagnostic testing and evaluation of maximum likelihood models," Journal of Econometrics, Elsevier, Elsevier, vol. 30(1-2), pages 415-443.
  20. Kooreman, P., 1994. "Estimation of econometric models of some discrete games," Open Access publications from Tilburg University urn:nbn:nl:ui:12-377584, Tilburg University.
  21. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003. "Bayesian Inference for Hospital Quality in a Selection Model," Econometrica, Econometric Society, Econometric Society, vol. 71(4), pages 1215-1238, 07.
  22. Rivers, Douglas & Vuong, Quang H., 1988. "Limited information estimators and exogeneity tests for simultaneous probit models," Journal of Econometrics, Elsevier, Elsevier, vol. 39(3), pages 347-366, November.
  23. Dubay, Lisa & Kaestner, Robert & Waidmann, Timothy, 1999. "The impact of malpractice fears on cesarean section rates," Journal of Health Economics, Elsevier, Elsevier, vol. 18(4), pages 491-522, August.
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Citations

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Cited by:
  1. Arrieta, Alejandro, 2011. "Health reform and cesarean sections in the private sector: The experience of Peru," Health Policy, Elsevier, Elsevier, vol. 99(2), pages 124-130, February.
  2. Daniel Dias & Carlos Robalo Marques & Fernando Martins, 2012. "Wage rigidity and employment adjustment at the firm level: evidence from survey data," Working Papers, Banco de Portugal, Economics and Research Department w201212, Banco de Portugal, Economics and Research Department.
  3. Udo Schneider & Volker Ulrich, 2005. "The Physician-Patient Relationship Revisited - the Patient's View," HEW, EconWPA 0505001, EconWPA.
  4. repec:hal:journl:halshs-00654181 is not listed on IDEAS
  5. Sergi Jimenez & Natalia Jorgensen & José María Labeaga, 2008. "Immigration and the Demand for Health in Spain," Working Papers 2008-38, FEDEA.
  6. Claire Dujardin & Florence Goffette-Nagot, 2005. "Neighborhood effects, public housing and unemployment in France," Post-Print, HAL halshs-00180046, HAL.
  7. Barone, Adriana & O'Higgins, Niall, 2010. "Fat and out in Salerno and its province: Adolescent obesity and early school leaving in Southern Italy," Economics & Human Biology, Elsevier, Elsevier, vol. 8(1), pages 44-57, March.
  8. Luis Cabral & Ben Polak, 2007. "Dominant Firms, Imitation, and Incentives to Innovate," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
  9. Guillaume Blache, 2011. "Active Labour Market Policies in Denmark : A Comparative Analysis of Post-Program Effects," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00654181, HAL.
  10. Jonathan Beck, 2004. "Fixed, Focal, Fair? Book Prices Under Optional Resale Price Maintenance," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG) SP II 2004-15, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  11. Patricia Triunfo & Máximo Rossi, 2009. "The effect of physicians’ remuneration system on the Caesarean section rate: the Uruguayan case," International Journal of Health Care Finance and Economics, Springer, Springer, vol. 9(4), pages 333-345, December.
  12. Savignac, F., 2007. "The impact of financial constraints on innovation: What can be learned from a direct measure?," Working papers, Banque de France 169, Banque de France.
  13. Joan Costa Font & Joan Gil Trasfi, 2005. "Obesity and the Incidence of Chronic Diseases: a Seemingly Unrelated Probit Approach," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia 137, Universitat de Barcelona. Espai de Recerca en Economia.
  14. Dasgupta, Susmita & Meisner, Craig & Huq, Mainul, 2005. "Health effects and pesticide perception as determinants of pesticide use : evidence from Bangladesh," Policy Research Working Paper Series 3776, The World Bank.
  15. Costa-Font, Joan & Gil, Joan, 2005. "Obesity and the incidence of chronic diseases in Spain: A seemingly unrelated probit approach," Economics & Human Biology, Elsevier, Elsevier, vol. 3(2), pages 188-214, July.
  16. Guillaume Blache, 2011. "Active labour market policies in Denmark: A comparative analysis of post-program effects," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11071, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

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