An Efficient Estimator for Dealing with Missing Data on Explanatory Variables in a Probit Choice Model
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- Bolhaar, Jonneke & Lindeboom, Maarten & van der Klaauw, Bas, 2010. "Insurance Search and Switching Behavior," CEPR Discussion Papers 7942, C.E.P.R. Discussion Papers.
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More about this item
KeywordsMissing Data; Probit Model; Portfolio Allocation; Risk Aversion;
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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