Convenient Estimators for the Panel Probit Model

Citations

Cited by:

1. Emanuel Kohlscheen, 2010. "Sovereign risk: constitutions rule," Oxford Economic Papers, Oxford University Press, vol. 62(1), pages 62-85, January.
   • Kohlscheen, Emanuel, 2005. "Sovereign Risk: Constitutions Rule," Economic Research Papers 269624, University of Warwick - Department of Economics.
   • Kohlscheen, Emanuel, 2005. "Sovereign Risk : Constitutions Rule," The Warwick Economics Research Paper Series (TWERPS) 731, University of Warwick, Department of Economics.
   • Emanuel Kohlscheen, 2006. "Sovereign Risk: Constitutions Rule," 2006 Meeting Papers 25, Society for Economic Dynamics.
2. Breitung, Jörg & Lechner, Michael, 1998. "Alternative GMM methods for nonlinear panel data models," SFB 373 Discussion Papers 1998,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
3. Diaz-Serrano, Luis, 2005. "Labor income uncertainty, skewness and homeownership: A panel data study for Germany and Spain," Journal of Urban Economics, Elsevier, vol. 58(1), pages 156-176, July.
4. Falk, Martin, 1999. "Technological innovations and the expected demand for skilled labour at the firm level," ZEW Discussion Papers 99-59, ZEW - Leibniz Centre for European Economic Research.
5. Hujer, Reinhard & Wellner, Marc, 2000. "Berufliche Weiterbildung und individuelle Arbeitslosigkeitsdauer in West- und Ostdeutschland : eine mikroökonometrische Analyse (Further vocational training and individual duration ofunemployment in w," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 33(3), pages 405-420.
6. Inkmann, Joachim, 2000. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Journal of Econometrics, Elsevier, vol. 97(2), pages 227-259, August.
   • Inkmann, Joachim, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," CoFE Discussion Papers 99/04, University of Konstanz, Center of Finance and Econometrics (CoFE).
   • Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance 9904003, University Library of Munich, Germany.
7. Hujer, Reinhard & Wellner, Marc, 2000. "Berufliche Weiterbildung und individuelle Arbeitslosigkeitsdauer in West- und Ostdeutschland : eine mikroökonometrische Analyse (Further vocational training and individual duration of unemployment in ," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 33(3), pages 405-420.
8. Alban Thomas, 2002. "Consistent estimation of discrete-choice models for panel data with multiplicative effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D6-2, International Conferences on Panel Data.
9. Fran�ois Laisney & Michael Lechner, 2003. "Almost Consistent Estimation of Panel Probit Models with "Small" Fixed Effects," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 1-28, February.
   • Michael Lechner & Francois Laisney, 2002. "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," University of St. Gallen Department of Economics working paper series 2002 2002-15, Department of Economics, University of St. Gallen.
   • Lechner, Michael & Laisney, François, 2002. "Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects," ZEW Discussion Papers 02-64, ZEW - Leibniz Centre for European Economic Research.
10. Stéfan Lollivier & Pascale Pollet, 2003. "Impact de la formation initiale sur les rémunérations au cours de la vie active," Revue d'économie politique, Dalloz, vol. 113(6), pages 801-827.
11. William Greene, 2004. "Convenient estimators for the panel probit model: Further results," Empirical Economics, Springer, vol. 29(1), pages 21-47, January.
    • William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics.
12. Otto Toivanen & Michael Waterson, 2005. "Market Structure and Entry: Where's the Beef?," RAND Journal of Economics, The RAND Corporation, vol. 36(3), pages 680-699, Autumn.
    • Toivanen, Otto & Waterson, Michael, 2001. "Market Structure And Entry: Where’S The Beef?," Economic Research Papers 269363, University of Warwick - Department of Economics.
    • Toivanen, O. & Waterson, M., 2001. "Market Structure and Entry: Where's the Beef?," The Warwick Economics Research Paper Series (TWERPS) 593, University of Warwick, Department of Economics.
13. Degye Goshu, 2015. "The Dynamics of Poverety and vulnerablity in rural Ethiopia," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 22(2), April.
14. Olaf Hübler, 2006. "Multilevel and Nonlinear Panel Data Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 9, pages 119-135, Springer.
    • Olaf Hübler, 2006. "Multilevel and nonlinear panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 121-136, March.
15. Cipollini, Andrea & Fiordelisi, Franco, 2012. "Economic value, competition and financial distress in the European banking system," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3101-3109.
16. Wang, Lijia & Huo, Xuexi, 2013. "Member Willingness to Invest in Agricultural Cooperatives in Shaanxi Province, China," Journal of Rural Cooperation, Hebrew University, Center for Agricultural Economic Research, vol. 41(2), pages 1-24.
17. Pascal Godefroy & Stéfan Lollivier, 2014. "Satisfaction et qualité de vie," Économie et Statistique, Programme National Persée, vol. 469(1), pages 199-232.
18. Aßmann, Christian & Boysen-Hogrefe, Jens, 2011. "A Bayesian approach to model-based clustering for binary panel probit models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 261-279, January.
19. Joachim Inkmann, 2010. "Estimating Firm Size Elasticities of Product and Process R&D," Economica, London School of Economics and Political Science, vol. 77(306), pages 384-402, April.
20. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
21. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Michael Lechner & Stefan Lollivier & Thierry Magnac, 2005. "Parametric Binary Choice Models," University of St. Gallen Department of Economics working paper series 2005 2005-23, Department of Economics, University of St. Gallen.
22. Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008. "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers tecipa-321, University of Toronto, Department of Economics.
23. Andrea Cipollini & Franco Fiordelisi, 2009. "The impact of bank concentration on financial distress: the case of the European banking system," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0014, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
24. Belderbos, Rene & Carree, Martin & Diederen, Bert & Lokshin, Boris & Veugelers, Reinhilde, 2004. "Heterogeneity in R&D cooperation strategies," International Journal of Industrial Organization, Elsevier, vol. 22(8-9), pages 1237-1263, November.
    • Veugelers, Reinhilde & Belderbos, René & Carree, Martin A & Lokshin, Boris & Diederen, Bert, 2003. "Heterogeneity in R&D Cooperation Strategies," CEPR Discussion Papers 4021, C.E.P.R. Discussion Papers.
25. Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Other publications TiSEM c39cff1f-16c1-4446-a83f-c, Tilburg University, School of Economics and Management.
    • Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Discussion Paper 2005-131, Tilburg University, Center for Economic Research.
26. William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
27. Ziegler Andreas, 2010. "Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 630-652, October.
28. Parisi, Maria Laura & Schiantarelli, Fabio & Sembenelli, Alessandro, 2006. "Productivity, innovation and R&D: Micro evidence for Italy," European Economic Review, Elsevier, vol. 50(8), pages 2037-2061, November.
29. Petri Rouvinen, 2004. "Is Technology Policy Practised as It Is Preached," Finnish Economic Papers, Finnish Economic Association, vol. 17(2), pages 51-62, Autumn.
30. Aßmann, Christian & Boysen-Hogrefe, Jens, 2009. "A bayesian approach to model-based clustering for panel probit models," Economics Working Papers 2009-03, Christian-Albrechts-University of Kiel, Department of Economics.
31. Jürgen Bierbaumer-Polly & Werner Hölzl, 2016. "Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data," WIFO Working Papers 504, WIFO.
32. Inkmann, Joachim, 1997. "Circumventing multiple integration: A comparison of GMM and SML estimators for the panel probit model," Discussion Papers, Series II 339, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
33. Giovanni Bruno & Orietta Dessy, 2014. "Average partial effects in multivariate probit models with latent heterogeneity: Monte Carlo experiments and an application to immigrants' ethnic identity and economic performance," Italian Stata Users' Group Meetings 2014 10, Stata Users Group.
34. Hujer, Reinhard & Wellner, Marc, 2000. "The Effects of Public Sector Sponsored Training on Individual Employment Performance in East Germany," IZA Discussion Papers 141, Institute of Labor Economics (IZA).
35. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
36. William Greene, 2003. "A Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models," Working Papers 03-19, New York University, Leonard N. Stern School of Business, Department of Economics.
    • William Greene, 2004. "Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models," Working Papers 04-08, New York University, Leonard N. Stern School of Business, Department of Economics.
37. Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009. "Estimation of multivariate probit models by exact maximum likelihood," Working Papers 0902, University of Lausanne, Institute of Health Economics and Management (IEMS).