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Citations for "A Note on Identification in the Multinomial Probit Model"

by Keane, Michael P

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  1. C. Monfardini & J.M.C. Santos Silva, 2006. "What can we learn about correlations from multinomial probit estimates?," Working Papers 558, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2014. "Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level," CeMMAP working papers CWP23/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. John F. Geweke & Michael P. Keane, 1997. "Mixture of normals probit models," Staff Report 237, Federal Reserve Bank of Minneapolis.
  4. Matthew Gentzkow, 2006. "Valuing New Goods in a Model with Complementarities: Online Newspapers," NBER Working Papers 12562, National Bureau of Economic Research, Inc.
  5. McCulloch, Robert E. & Polson, Nicholas G. & Rossi, Peter E., 2000. "A Bayesian analysis of the multinomial probit model with fully identified parameters," Journal of Econometrics, Elsevier, vol. 99(1), pages 173-193, November.
  6. G. C. Giannelli & C. Monfardini, 2000. "Joint Decisions on Household Membership and Human Capital Accumulation of Youths: The role of expected carnings and labour market rationing," Working Papers 375, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Christine Barnet-Verzat & François-Charles Wolff, 2001. "L'argent de poche versé aux jeunes : l'apprentissage de l'autonomie financière," Économie et Statistique, Programme National Persée, vol. 343(1), pages 51-72.
  8. Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998. "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics 9802001, EconWPA, revised 06 May 1998.
  9. Matthew Gentzkow, 2007. "Valuing New Goods in a Model with Complementarity: Online Newspapers," American Economic Review, American Economic Association, vol. 97(3), pages 713-744, June.
  10. Ricardo Smith Ramírez, 2007. "FIML estimation of treatment effect models with endogenous selection and multiple censored responses via a Monte Carlo EM Algorithm," Working papers DTE 403, CIDE, División de Economía.
  11. Liesenfeld, Roman & Richard, Jean-François, 2010. "Efficient estimation of probit models with correlated errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 367-376, June.
  12. Paul Gertler & Roland Sturm & Bruce Davidson, 1994. "Information and the Demand for Supplemental Medicare Insurance," NBER Working Papers 4700, National Bureau of Economic Research, Inc.
  13. Michael P. Keane, 2013. "Panel data discrete choice models of consumer demand," Economics Papers 2013-W08, Economics Group, Nuffield College, University of Oxford.
  14. Bhat, Chandra R. & Astroza, Sebastian & Bhat, Aarti C. & Nagel, Kai, 2016. "Incorporating a multiple discrete-continuous outcome in the generalized heterogeneous data model: Application to residential self-selection effects analysis in an activity time-use behavior model," Transportation Research Part B: Methodological, Elsevier, vol. 91(C), pages 52-76.
  15. repec:tur:wpaper:5 is not listed on IDEAS
  16. Lionel Page & Paul Antoine-Chevalier, 2016. "Zoon politikon or homo oeconomicus ? How do people vote?," QuBE Working Papers 037, QUT Business School.
  17. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001. "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers 8497, National Bureau of Economic Research, Inc.
  18. Kraay, Aart & Soloaga, Isidro & Tybout, James, 2002. "Product quality, productive efficiency, and international technology diffusion : evidence from plant-level panel data," Policy Research Working Paper Series 2759, The World Bank.
  19. Makoto Chikaraishi & Akimasa Fujiwara & Junyi Zhang & Kay Axhausen, 2011. "Identifying variations and co-variations in discrete choice models," Transportation, Springer, vol. 38(6), pages 993-1016, November.
  20. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-32, November.
  21. Harris, Katherine M. & Keane, Michael P., 1998. "A model of health plan choice:: Inferring preferences and perceptions from a combination of revealed preference and attitudinal data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 131-157, November.
  22. Alain Paraponaris & Bérengère Davin & Pierre Verger, 2012. "Formal and informal care for disabled elderly living in the community: an appraisal of French care composition and costs," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 13(3), pages 327-336, June.
  23. Gianna Claudia Giannelli & Francesca Francavilla, 2007. "The Relation between Child Labour and Mothers’ Work: The Case of India," CHILD Working Papers wp22_07, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  24. Xingcai Zhou & Xinsheng Liu, 2008. "The Monte Carlo EM method for estimating multinomial probit latent variable models," Computational Statistics, Springer, vol. 23(2), pages 277-289, April.
  25. Anna Zhu, 2007. "The Effect of Maternal Employment on the Likelihood of a Child Being Overweight," Discussion Papers 2007-17, School of Economics, The University of New South Wales.
  26. Bruce Chapman & Thomas F. Crossley & Taejong Kim, 2003. "Credit Constraints And Training After Job Loss," CEPR Discussion Papers 466, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  27. David Roodman, 2009. "Estimating Fully Observed Recursive Mixed-Process Models with cmp," Working Papers 168, Center for Global Development.
  28. Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew, 2005. "Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects," Journal of Econometrics, Elsevier, vol. 128(2), pages 301-323, October.
  29. Li, M. & Ohkusa, Y., 2000. "An Empirical Research of Substitutability between Medical Services and Over-the-Counter Medication. An Analysis of Thirteen Different Minor Ailments," ISER Discussion Paper 0522, Institute of Social and Economic Research, Osaka University.
  30. Nielsen, H.S. & Dubey, A., 2001. "Child Labor: A Microeconomic Perspective," Papers 01-10, Aarhus School of Business - Department of Economics.
  31. Miranda, Alfonso, 2007. "Migrant Networks, Migrant Selection, and High School Graduation in Mexico," IZA Discussion Papers 3204, Institute for the Study of Labor (IZA).
  32. Prowse, Victoria, 2012. "Modeling employment dynamics with state dependence and unobserved heterogeneity," MPRA Paper 38038, University Library of Munich, Germany, revised 10 Apr 2012.
  33. Gianna Claudia Giannelli & Chiara Monfardini, 2001. "JOINT DECISIONS ON HOUSEHOLD MEMBERSHIP AND HUMAN CAPITAL ACCUMULATION OF YOUTHS The role of expected earnings and local markets," CHILD Working Papers wp02_01, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  34. Dimitris Christelis & Raquel Fonseca Benito, 2015. "Labor Market Policies and Self-Employment Transitions of Older Workers," CIRANO Working Papers 2015s-50, CIRANO.
  35. Imai, Kosuke & van Dyk, David A., 2005. "A Bayesian analysis of the multinomial probit model using marginal data augmentation," Journal of Econometrics, Elsevier, vol. 124(2), pages 311-334, February.
  36. Lehmann, Hartmut & Razzolini, Tiziano & Zaiceva, Anzelika, 2011. "Job Separations and Informality in the Russian Labor Market," IZA Discussion Papers 6230, Institute for the Study of Labor (IZA).
  37. Massimiliano Bratti, 2005. "Social Class and Undergraduate Degree Subject in the UK," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1015, Universitá degli Studi di Milano.
  38. M. Christopher Auld, 2005. "Smoking, Drinking, and Income," Journal of Human Resources, University of Wisconsin Press, vol. 40(2).
  39. Maksym, Obrizan, 2010. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper 28577, University Library of Munich, Germany.
  40. Clark, Andrew E. & Etilé, Fabrice, 2005. "Don't Give Up On Me Baby: Spousal Correlation in Smoking Behaviour," IZA Discussion Papers 1692, Institute for the Study of Labor (IZA).
  41. Perry, Edward & Moschini, GianCarlo & Hennessy, David A., 2015. "Testing for Complementarity: Glyphosate Tolerant Soybeans and Conservation Tillage," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205751, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
  42. Young, Gary & Valdez, Emiliano A. & Kohn, Robert, 2009. "Multivariate probit models for conditional claim-types," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 214-228, April.
  43. Chris Forman, 2005. "The Corporate Digital Divide: Determinants of Internet Adoption," Management Science, INFORMS, vol. 51(4), pages 641-654, April.
  44. repec:crs:ecosta:es372a is not listed on IDEAS
  45. Munkin, Murat K. & Trivedi, Pravin K., 2008. "Bayesian analysis of the ordered probit model with endogenous selection," Journal of Econometrics, Elsevier, vol. 143(2), pages 334-348, April.
  46. Juliet Elu & Gregory Price, 2015. "Consumer’s Surplus with a Racial Apology? Black Relative to Non-Black Inequality in the Welfare Gains of Fuel-Efficient Cars and Trucks," The Review of Black Political Economy, Springer;National Economic Association, vol. 42(1), pages 135-154, June.
  47. Erwan Quintin & John J. Stevens, 2005. "Raising the bar for models of turnover," Finance and Economics Discussion Series 2005-23, Board of Governors of the Federal Reserve System (U.S.).
  48. Fausto Hernández-Trillo & Ricardo Smith-Ramírez, 2009. "Credit Ratings in the Presence of Bailout: The Case of Mexican Subnational Government Debt," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Fall 2009), pages 45-79, August.
  49. Alfonso Miranda, 2010. "Bivariate dynamic probit models for panel data," Mexican Stata Users' Group Meetings 2010 07, Stata Users Group.
  50. Bhat, Chandra R. & Dubey, Subodh K. & Nagel, Kai, 2015. "Introducing non-normality of latent psychological constructs in choice modeling with an application to bicyclist route choice," Transportation Research Part B: Methodological, Elsevier, vol. 78(C), pages 341-363.
  51. Stephan Wachtel & Thomas Otter, 2013. "Successive Sample Selection and Its Relevance for Management Decisions," Marketing Science, INFORMS, vol. 32(1), pages 170-185, September.
  52. Blundell, Richard & Shephard, Andrew, 2011. "Employment, Hours of Work and the Optimal Taxation of Low Income Families," IZA Discussion Papers 5745, Institute for the Study of Labor (IZA).
  53. Randall Filer & Marjorie Honig, 2005. "Endogenous Pensions and Retirement Behavior," CESifo Working Paper Series 1547, CESifo Group Munich.
  54. Canaviri, Jose, 2007. "A Random Parameter Logit model for modeling Health Care Provider Choice in Bolivia," MPRA Paper 3263, University Library of Munich, Germany.
  55. S. Sriram & Pradeep K. Chintagunta & Manoj K. Agarwal, 2010. "Investigating Consumer Purchase Behavior in Related Technology Product Categories," Marketing Science, INFORMS, vol. 29(2), pages 291-314, 03-04.
  56. Thomas Carsey & William Berry, 2014. "What’s a losing party to do? The calculus of contesting state legislative elections," Public Choice, Springer, vol. 160(1), pages 251-273, July.
  57. Sirven, Nicolas & Debrand, Thierry, 2012. "Social capital and health of older Europeans: Causal pathways and health inequalities," Social Science & Medicine, Elsevier, vol. 75(7), pages 1288-1295.
  58. Badi Baltagi & Peter Egger & Michaela Kesina, 2016. "Bayesian Spatial Bivariate Panel Probit Estimation," Center for Policy Research Working Papers 187, Center for Policy Research, Maxwell School, Syracuse University.
  59. H. Lehmann & T. Razzolini & A. Zaiceva, 2011. "Job Separations, Job Loss and Informality in the Russian Labor Market," Working Papers wp800, Dipartimento Scienze Economiche, Universita' di Bologna.
  60. Rinus Haaijer & Michel Wedel & Marco Vriens & Tom Wansbeek, 1998. "Utility Covariances and Context Effects in Conjoint MNP Models," Marketing Science, INFORMS, vol. 17(3), pages 236-252.
  61. Bhat, Chandra R., 2015. "A new generalized heterogeneous data model (GHDM) to jointly model mixed types of dependent variables," Transportation Research Part B: Methodological, Elsevier, vol. 79(C), pages 50-77.
  62. Hogan, V., 1999. "Estimating the Welfare Cost of Taxation in a Labour Market with Unemployment and Non-Participation," Papers 99/2, College Dublin, Department of Political Economy-.
  63. Hai Che & Tülin Erdem & T. Öncü, 2015. "Consumer learning and evolution of consumer brand preferences," Quantitative Marketing and Economics (QME), Springer, vol. 13(3), pages 173-202, September.
  64. Kajal Lahiri & Chuanming Gao & Bermard Wixon, 2001. "Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process," Discussion Papers 01-12, University at Albany, SUNY, Department of Economics.
  65. Francesca Francavilla & Gianna Claudia Giannelli, 2010. "The relation between child work and the employment of mothers in India," International Journal of Manpower, Emerald Group Publishing, vol. 31(2), pages 232-257, May.
  66. B. Larivière & D. Van Den Poel, 2004. "Investigating the role of product features in preventing customer churn, by using survival analysis and choice modeling: The case of financial services," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/223, Ghent University, Faculty of Economics and Business Administration.
  67. Keane, Michael, 2003. "Comment on “Simulation and Estimation of Hedonic Models” by Heckman, Matzkin and Nesheim," MPRA Paper 55141, University Library of Munich, Germany.
  68. Buonanno, Paolo & Pozzoli, Dario, 2008. "Early Labour Market Returns to College Subjects," Working Papers 08-10, University of Aarhus, Aarhus School of Business, Department of Economics.
  69. Ii, Masako & Ohkusa, Yasushi, 2002. "Should the Coinsurance Rate Be Increased in the Case of the Common Cold? An Analysis Based on an Original Survey," Journal of the Japanese and International Economies, Elsevier, vol. 16(3), pages 353-371, September.
  70. GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael, 2001. "The econometrics of airline network management," CORE Discussion Papers 2001055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  71. Giuseppe De Luca & Valeria Perotti, 2011. "Estimation of ordered response models with sample selection," Stata Journal, StataCorp LP, vol. 11(2), pages 213-239, June.
  72. Gerd Ronning, 2002. "Estimation Of Discrete Choice Models With Minimal Variation Of Alternative-Specific Variables," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 135-146.
  73. Mabiso, Athur, 2012. "Participation of Smallholder Farmers in Biofuels Crop and Land Rental Markets: Evidence from South Africa," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126370, International Association of Agricultural Economists.
  74. Hyytinen, Ari & Maliranta, Mika, 2006. "When Do Employees Leave Their Job for Entrepreneurship: Evidence from Linked Employer-Employee Data," Discussion Papers 1023, The Research Institute of the Finnish Economy.
  75. Joachim Inkmann, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Paper 01-03, Center of Finance and Econometrics, University of Konstanz.
  76. Ángel López-Nicolás & Marcos Vera-Hernández, 2002. "Are tax subsidies for private medical insurance self-financing? Evidence from a microsimulation model for outpatient and inpatient episodes," Economics Working Papers 632, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2004.
  77. Liesenfeld, Roman & Richard, Jean-François, 2010. "The dynamic invariant multinomial probit model: Identification, pretesting and estimation," Journal of Econometrics, Elsevier, vol. 155(2), pages 117-127, April.
  78. Poirier, Dale J., 1996. "A Bayesian analysis of nested logit models," Journal of Econometrics, Elsevier, vol. 75(1), pages 163-181, November.
  79. Bhat, Chandra R. & Astroza, Sebastian & Sidharthan, Raghuprasad & Alam, Mohammad Jobair Bin & Khushefati, Waleed H., 2014. "A joint count-continuous model of travel behavior with selection based on a multinomial probit residential density choice model," Transportation Research Part B: Methodological, Elsevier, vol. 68(C), pages 31-51.
  80. Rennings, Klaus & Ziegler, Andreas, 2004. "Determinants of Environmental Innovations in Germany: Do Organizational Measures Matter? A Discrete Choice Analysis at the Firm Level," ZEW Discussion Papers 04-30, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  81. Marc P. Freiman & Samuel H. Zuvekas, 2000. "Determinants of ambulatory treatment mode for mental illness," Health Economics, John Wiley & Sons, Ltd., vol. 9(5), pages 423-434.
  82. Fernandez-Cornejo, Jorge & Wechsler, Seth James, 2012. "Revisiting the Impact of Bt Corn Adoption by U.S. Farmers," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 41(3), December.
  83. Benfratello, Luigi & Razzolini, Tiziano & Sembenelli, Alessandro, 2015. "Does ICT Investment Spur or Hamper Offshoring? Empirical Evidence from Microdata," IZA Discussion Papers 9239, Institute for the Study of Labor (IZA).
  84. Bound, John & Schoenbaum, Michael & Stinebrickner, Todd R. & Waidmann, Timothy, 1999. "The dynamic effects of health on the labor force transitions of older workers," Labour Economics, Elsevier, vol. 6(2), pages 179-202, June.
  85. Müller, Tobias & Boes, Stefan, 2016. "Disability Insurance Benefits and Labor Supply Decisions: Evidence from a Discontinuity in Benefit Awards," MPRA Paper 70840, University Library of Munich, Germany.
  86. Kenneth Troske & Alexandru Voicu, 2013. "The effect of the timing and spacing of births on the level of labor market involvement of married women," Empirical Economics, Springer, vol. 45(1), pages 483-521, August.
  87. Murat K. Munkin & Partha Deb & Pravin K. Trivedi, 2006. "Bayesian analysis of the two-part model with endogeneity: application to health care expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1081-1099.
  88. Arora, Ashish & Forman, Chris & Yoon, Ji Woong, 2010. "Complementarity and information technology adoption: Local area networks and the Internet," Information Economics and Policy, Elsevier, vol. 22(3), pages 228-242, July.
  89. Munkin M & Trivedi P. K, 2009. "Incentives and Selection Effects of Drug Coverage on Total Drug Expenditure: a Finite Mixture Approach," Health, Econometrics and Data Group (HEDG) Working Papers 09/22, HEDG, c/o Department of Economics, University of York.
  90. repec:dgr:rugsom:96b22 is not listed on IDEAS
  91. Paap, R. & van Dijk, A., 2006. "Explaining individual response using aggregated data," Econometric Institute Research Papers EI 2006-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  92. Fernandez-Cornejo, Jorge & Wechsler, Seth James, 2012. "Fifteen Years Later: Examining the Adoption of Bt Corn Varieties by U.S. Farmers," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124257, Agricultural and Applied Economics Association.
  93. Patrick Waelbroeck, 2005. "Computational Issues in the Sequential Probit Model: A Monte Carlo Study," Computational Economics, Springer;Society for Computational Economics, vol. 26(2), pages 141-161, October.
  94. Keane, Michael P. & Wasi, Nada, 2016. "How to model consumer heterogeneity? Lessons from three case studies on SP and RP data," Research in Economics, Elsevier, vol. 70(2), pages 197-231.
  95. Wang, Huiwen & Liu, Qiang & Mok, Henry M.K. & Fu, Linghui & Tse, Wai Man, 2007. "A hyperspherical transformation forecasting model for compositional data," European Journal of Operational Research, Elsevier, vol. 179(2), pages 459-468, June.
  96. Bhat, Chandra R. & Dubey, Subodh K., 2014. "A new estimation approach to integrate latent psychological constructs in choice modeling," Transportation Research Part B: Methodological, Elsevier, vol. 67(C), pages 68-85.
  97. Hogan, Vincent, 2004. "The welfare cost of taxation in a labour market with unemployment and non-participation," Labour Economics, Elsevier, vol. 11(4), pages 395-413, August.
  98. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2013. "Learning Models: An Assessment of Progress, Challenges and New Developments," Economics Papers 2013-W07, Economics Group, Nuffield College, University of Oxford.
  99. Nicole Maestas & Xiaoyan Li, 2007. "Burnout and the Retirement Decision," Working Papers wp166, University of Michigan, Michigan Retirement Research Center.
  100. Rennings, Klaus & Ziegler, Andreas & Zwick, Thomas, 2001. "Employment changes in environmentally innovative firms," ZEW Discussion Papers 01-46, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  101. Partha Deb & Pravin K. Trivedi, 2002. "Specification and Simulated Likelihood Estimation of a Non-normal Outcome Model with Selection: Application to Health Care Utilization," Economics Working Paper Archive at Hunter College 02/5, Hunter College Department of Economics, revised 2004.
  102. Andreas Ziegler, 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), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(5), pages 630-652, October.
  103. Bernal, Raquel & Keane, Michael P., 2010. "Quasi-structural estimation of a model of childcare choices and child cognitive ability production," Journal of Econometrics, Elsevier, vol. 156(1), pages 164-189, May.
  104. Omar Paccagnella, 2011. "Anchoring vignettes with sample selection due to non‐response," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(3), pages 665-687, 07.
  105. David Roodman, 2011. "Fitting fully observed recursive mixed-process models with cmp," Stata Journal, StataCorp LP, vol. 11(2), pages 159-206, June.
  106. Timothy Guinnane & Susana, 2015. "Choice of Enterprise Form: Spain, 1886-1936," Working Papers 1049, Economic Growth Center, Yale University.
  107. Fausto Hernández-Trillo & Ricardo Smith, 2006. "Rating Sub-National Government Debt in LDCs: Does size matter?," Working papers DTE 370, CIDE, División de Economía.
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