Lee, Myoung-jae - In: Econometric Reviews 18 (1999) 4, pp. 387-415
For a bivariate binary response model y, = 1 (xj βj+j 0), j=1,2, we propose to estimate nonpararnetrically the quadrant correlation E{sgn(u1) *sgn(u2)} between the two error terms ul and u2 without specifjing the error term distribution. The quadrant correlation accounts for the relationship...