What can we learn about correlations from multinomial probit estimates?
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- Chiara Monfardini & Joao Santos Silva, 2008. "What can we learn about correlations from multinomial probit estimates?," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-9.
References listed on IDEAS
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- Andrew Chesher & J. M. C. Santos Silva, 2002. "Taste Variation in Discrete Choice Models," Review of Economic Studies, Oxford University Press, vol. 69(1), pages 147-168.
- Wolak, Frank A., 1989. "Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(01), pages 1-35, April.
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- W. Kuiper & Anton Cozijnsen, 2011. "The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model," Computational Economics, Springer;Society for Computational Economics, vol. 37(4), pages 331-362, April.
More about this item
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-03 (All new papers)
- NEP-DCM-2006-09-03 (Discrete Choice Models)
- NEP-ECM-2006-09-03 (Econometrics)
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