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Estimation and testing in the random effects probit model

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Cited by:

  1. Peter Gibbard & Ibrahim Stevens, 2011. "Corporate debt and financial balance sheet adjustment: a comparison of the United States, the United Kingdom, France and Germany," Annals of Finance, Springer, vol. 7(1), pages 95-118, February.
  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. Karine Lamiraud & Pierre‐Yves Geoffard, 2007. "Therapeutic non‐adherence: a rational behavior revealing patient preferences?," Health Economics, John Wiley & Sons, Ltd., vol. 16(11), pages 1185-1204, November.
  4. Rollins, Kimberly S. & Heigh, Lori & Kanetkar, Vinay, 2004. "Net Costs of Wildlife Damage on Private Lands," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(3), pages 1-20, December.
  5. Salvador Barrios & Holger Görg & Eric Strobl, 2003. "Explaining Firms’ Export Behaviour: R&D, Spillovers and the Destination Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 475-496, September.
  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.
  7. Santosh K. Sahu & K. Narayanan, 2015. "Technology Import, R and D Spillover and Export: A Study of Automobile Sector in India," Working Papers 2015-098, Madras School of Economics,Chennai,India.
  8. Guillermo A. Calvo & Alejandro Izquierdo & Luis Fernando Mejía, 2004. "El aspecto empírico de las paradas repentinas: la importancia de sus efectos en el balance general," Research Department Publications 4368, Inter-American Development Bank, Research Department.
  9. Hess, Stephane & Hensher, David A. & Daly, Andrew, 2012. "Not bored yet – Revisiting respondent fatigue in stated choice experiments," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(3), pages 626-644.
  10. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  11. Georges Dionne & Olfa Ghali, 2005. "The (1992) Bonus‐Malus System in Tunisia: An Empirical Evaluation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(4), pages 609-633, December.
  12. Guillermo A. Calvo & Alejandro Izquierdo & Luis-Fernando Mejía, 2008. "Systemic Sudden Stops: The Relevance Of Balance-Sheet Effects And Financial Integration," NBER Working Papers 14026, National Bureau of Economic Research, Inc.
  13. Wiji Arulampalam, 1999. "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 597-602, November.
  14. Laia Castany, 2008. "The Role of Firm Size in Training Provision Decisions: evidence from Spain," Economics of Education Working Paper Series 0028, University of Zurich, Department of Business Administration (IBW).
  15. Vivian H. Hamilton & Philip Merrigan & Éric Dufresne, 1997. "Down and out: estimating the relationship between mental health and unemployment," Health Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 397-406, July.
  16. Wiji Arulampalam & Alison L. Booth, 2000. "Union status of young men in Britain: a decade of change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 289-310.
  17. Andrew Henley, 2017. "The post-crisis growth in the self-employed: volunteers or reluctant recruits?," Regional Studies, Taylor & Francis Journals, vol. 51(9), pages 1312-1323, September.
  18. Sofronis K. Clerides & Saul Lach & James R. Tybout, 1998. "Is Learning by Exporting Important? Micro-Dynamic Evidence from Colombia, Mexico, and Morocco," The Quarterly Journal of Economics, Oxford University Press, vol. 113(3), pages 903-947.
  19. Heigh, Lori & Rollins, Kimberly S. & Kanetkar, Vinay, 2001. "An Appropriate Welfare Measure Of Wildlife Damage," 2001 Annual meeting, August 5-8, Chicago, IL 20454, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  20. Calcagno, Juan Carlos & Bailey, Thomas & Jenkins, Davis & Kienzl, Gregory & Leinbach, Timothy, 2008. "Community college student success: What institutional characteristics make a difference?," Economics of Education Review, Elsevier, vol. 27(6), pages 632-645, December.
  21. Luis-Fernando Mejía & Guillermo A. Calvo & Alejandro Izquierdo, 2004. "On the empirics of Sudden Stops: the relevance of balance-sheet effects," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
  22. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Leibniz Centre for European Economic Research.
  23. Jörg Breitung & Michael Lechner, 1996. "Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés," Économie et Prévision, Programme National Persée, vol. 126(5), pages 191-203.
  24. Mavromaras, Kostas & Polidano, Cain, 2011. "NILS Working paper no 165. Improving the employment rates of people with disabilities through vocational education," NILS Working Papers 26068, National Institute of Labour Studies.
  25. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
  26. Broner, Fernando A. & Gaston Gelos, R. & Reinhart, Carmen M., 2006. "When in peril, retrench: Testing the portfolio channel of contagion," Journal of International Economics, Elsevier, vol. 69(1), pages 203-230, June.
  27. Amynah Gangji & Robert Plasman, 2008. "Microeconomic analysis of unemployment persistence in Belgium," International Journal of Manpower, Emerald Group Publishing, vol. 29(3), pages 280-298, June.
  28. Aaronson, Daniel & Bostic, Raphael W. & Huck, Paul & Townsend, Robert, 2004. "Supplier relationships and small business use of trade credit," Journal of Urban Economics, Elsevier, vol. 55(1), pages 46-67, January.
  29. M. Dahchour & G. Dionne, 2002. "Pricing of Automobile Insurance Under Asymmetric Information : a Study on Panel Data," THEMA Working Papers 2002-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  30. Carling, Kenneth & Rönnegård, Lars & Roszbach, Kasper, 2004. "Is Firm Interdependence within Industries Important for Portfolio Credit Risk?," Working Paper Series 168, Sveriges Riksbank (Central Bank of Sweden).
  31. Laia Castany, 2010. "The role of size in firms' training: evidence from Spain," International Journal of Manpower, Emerald Group Publishing, vol. 31(5), pages 563-584, August.
  32. Aitken, Brian & Hanson, Gordon H. & Harrison, Ann E., 1997. "Spillovers, foreign investment, and export behavior," Journal of International Economics, Elsevier, vol. 43(1-2), pages 103-132, August.
  33. Boxall, Peter & Rollins, Kimberly & Englin, Jeffrey, 2003. "Heterogeneous preferences for congestion during a wilderness experience," Resource and Energy Economics, Elsevier, vol. 25(2), pages 177-195, May.
  34. Souzan M. Kabbani & Essam K. Zaneldin, 2021. "The Impact of Corporate Governance on the Profitability of Insurance Firms in Syria," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(2), pages 150-163, April.
  35. Daniel Aaronson & Paul Huck & Robert M. Townsend, 2000. "Small business access to trade credit: some evidence of ethnic differences," Proceedings 672, Federal Reserve Bank of Chicago.
  36. Mavromaras, Kostas & Polidano, Cain, 2011. "Improving the Employment Rates of People with Disabilities through Vocational Education," IZA Discussion Papers 5548, Institute of Labor Economics (IZA).
  37. Baba, Naohiko, 2009. "Increased presence of foreign investors and dividend policy of Japanese firms," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 163-174, April.
  38. Anastasiou, Dimitrios & Bragoudakis, Zacharias & Giannoulakis, Stelios, 2021. "Perceived vs actual financial crisis and bank credit standards: Is there any indication of self-fulfilling prophecy?," Research in International Business and Finance, Elsevier, vol. 58(C).
  39. 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".
  40. Bertschek, Irene & Lechner, Michael, 1998. "Convenient estimators for the panel probit model," Journal of Econometrics, Elsevier, vol. 87(2), pages 329-371, September.
  41. Jose Brandao de Brito & Felipa de Mello Sampayo, 2005. "The timing and probability of FDI: an application to US multinational enterprises," Applied Economics, Taylor & Francis Journals, vol. 37(4), pages 417-437.
  42. Ainsworth, Martha & Semali, Innocent, 2000. "The impact of adult deaths on children's health in Northwestern Tanzania," Policy Research Working Paper Series 2266, The World Bank.
  43. Frank Barry & Holger Görg & Eric Strobl, 2004. "Multinationals and Training: Some Evidence from Irish Manufacturing Industries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(1), pages 49-61, February.
  44. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
  45. 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.
  46. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CIRANO Working Papers 2007s-06, CIRANO.
  47. Ermisch, John & Pevalin, David J., 2004. "Early childbearing and housing choices," Journal of Housing Economics, Elsevier, vol. 13(3), pages 170-194, September.
  48. Samy Ben Naceur and Mohamed Goaied, "undated". "The Value Creation Process in the Tunisia Stock Exchange," API-Working Paper Series 9903, Arab Planning Institute - Kuwait, Information Center.
  49. Lundin, Douglas, 2000. "Moral hazard in physician prescription behavior," Journal of Health Economics, Elsevier, vol. 19(5), pages 639-662, September.
  50. Timothy Park & John Loomis, 1996. "Joint estimation of contingent valuation survey responses," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 7(2), pages 149-162, March.
  51. Laia Castany, 2008. "The Role of Firm Size in Training Provision Decisions: evidence from Spain," IREA Working Papers 200808, University of Barcelona, Research Institute of Applied Economics, revised Jun 2008.
  52. Soh, Pek Hooi, 1966- & Roberts, Edward Baer. & International Center for Research on the Management of Technology., 1998. "The effects of social capital on technological performance of the firm : a a longitudinal analysis," Working papers 174-98, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  53. T.-F. Lo & P.-H. Ke & W.-J. Tsay, 2018. "Pairwise likelihood inference for the random effects probit model," Computational Statistics, Springer, vol. 33(2), pages 837-861, June.
  54. Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel & Demétrio, Clarice G.B., 2012. "A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 94-109.
  55. Stephan Thomsen & Mick Wittich, 2009. "Which one to choose? New evidence on the choice and success of job search methods," FEMM Working Papers 09022, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  56. Ronald R. Rindfuss & Minja K. Choe & Noriko O. Tsuya & Larry L. Bumpass & Emi Tamaki, 2015. "Do low survey response rates bias results? Evidence from Japan," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 32(26), pages 797-828.
  57. Howard F. Chang & Hilary Sigman, 1999. "Incentives to Settle Under Joint and Several Liability," NBER Working Papers 7096, National Bureau of Economic Research, Inc.
  58. David Fielding, 2010. "Inertia and Herding in Humanitarian Aid Decisions," Working Papers 1009, University of Otago, Department of Economics, revised Aug 2010.
  59. Andrew Benito & Garry Young, 2003. "Hard Times or Great Expectations? Dividend Omissions and Dividend Cuts by UK Firms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 531-555, December.
  60. Olfa N. Ghali, 2001. "An Empirical Evaluation of the Implementation of the Bonus-Malus System in the Tunisian Automobile Insurance Ratemaking," Working Papers 0135, Economic Research Forum, revised 11 2001.
  61. Arne Risa Hole, 2007. "A comparison of approaches to estimating confidence intervals for willingness to pay measures," Health Economics, John Wiley & Sons, Ltd., vol. 16(8), pages 827-840, August.
  62. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
  63. Acharya, Viral V. & Amihud, Yakov & Litov, Lubomir, 2011. "Creditor rights and corporate risk-taking," Journal of Financial Economics, Elsevier, vol. 102(1), pages 150-166, October.
  64. Lamiraud, Karine & Moatti,, Jean-Paul & Raffi, François & Carrieri, Maria-Patrizia & Protopopescu, Camelia & Michelet, Christian & Schneider, Luminita & Collin, Fideline & Leport, Catherine & Spire, B, 2011. "Adherence to and effectiveness of Highly Active Antiretroviral Treatment for HIV infection : assessing the bidirectional relationship," ESSEC Working Papers WP1110, ESSEC Research Center, ESSEC Business School.
  65. Gustavo Angeles & David K. Guilkey & Thomas A. Mroz, 2005. "The Impact of Community-Level Variables on Individual-Level Outcomes," Sociological Methods & Research, , vol. 34(1), pages 76-121, August.
  66. Oliveira, Bruno F. & Oliveira, Alessandro V.M., 2022. "An empirical analysis of the determinants of network construction for Azul Airlines," Journal of Air Transport Management, Elsevier, vol. 101(C).
  67. Mikolaj Czajkowski & Marek Giergiczny & William H. Greene, 2014. "Learning and Fatigue Effects Revisited: Investigating the Effects of Accounting for Unobservable Preference and Scale Heterogeneity," Land Economics, University of Wisconsin Press, vol. 90(2), pages 324-351.
  68. Spiess, Martin & Hamerle, Alfred, 2000. "A comparison of different methods for the estimation of regression models with correlated binary responses," Computational Statistics & Data Analysis, Elsevier, vol. 33(4), pages 439-455, June.
  69. Gerdtham, Ulf-G. & Johannesson, Magnus, 2005. "Business cycles and mortality: results from Swedish microdata," Social Science & Medicine, Elsevier, vol. 60(1), pages 205-218, January.
  70. Jin-Tao Zhan & Yan-Rui Wu & Xiao-Hui Zhang & Zhang-Yue Zhou, 2012. "Why do farmers quit from grain production in China? Causes and implications," China Agricultural Economic Review, Emerald Group Publishing, vol. 4(3), pages 342-362, August.
  71. Kevin F. Hallock & Craig Olson, 2006. "The Value of Stock Options to Non-Executive Employees," NBER Working Papers 11950, National Bureau of Economic Research, Inc.
  72. Michael Bacharach & Gerardo Guerra & Daniel Zizzo, 2007. "The Self-Fulfilling Property of Trust: An Experimental Study," Theory and Decision, Springer, vol. 63(4), pages 349-388, December.
  73. Mitchell, James & Weale, Martin R., 2007. "The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey," Discussion Paper Series 1: Economic Studies 2007,19, Deutsche Bundesbank.
  74. Salvador Barrios & Holger Görg & Eric Strobl, "undated". "Explaining Firms' Export Behaviour: The Role of R&D and Spillovers," Working Papers 2001-12, FEDEA.
  75. Deborah Degraff & Richard Bilsborrow & David Guilkey, 1997. "Community-level determinants of contraceptive use in the Philippines: A structural analysis," Demography, Springer;Population Association of America (PAA), vol. 34(3), pages 385-398, August.
  76. Carling, Kenneth & Alam, Moudud, 2007. "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers 2007:14, Örebro University, School of Business.
  77. Orme, Chris D. & Fry, Tim R. L., 1995. "Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions," Economics Letters, Elsevier, vol. 49(4), pages 359-366, October.
  78. Guillermo A. Calvo & Alejandro Izquierdo & Luis Fernando Mejía, 2008. "Las Interrupciones Súbitas Sistémicas: Importancia de los Efectos del Balance General y la Integración Financiera," Research Department Publications 4582, Inter-American Development Bank, Research Department.
  79. Karine Lamiraud & Pierre-Yves Geoffard, 2007. "Therapeutic non-adherence: a rational behavior revealing patient preferences?," Health Economics, John Wiley & Sons, Ltd., vol. 16(11), pages 1185-1204.
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