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Alternative measures of the explanatory power of multivariate probit models with continuous or ordinal responses
Spiess, Martin; Tutz, Gerhard - 2002
In this paper R2-type measures of the explanatory power of multivariate linear and categorical probit models proposed in the literature are reviewed and their deficiencies are discussed. It is argued that a measure of the explanatory power should take into account the components which are...
Persistent link: https://www.econbiz.de/10010260799
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A note on GMM-estimation of probit models with endogenous regressors
Wilde, Joachim - 2005
Dagenais (1999) and Lucchetti (2002) have demonstrated that the naive GMM estimator of Grogger (1990) for the probit model with an endogenous regressor is not consistent. This paper completes their discussion by explaining the reason for the inconsistency and presenting a natural solution....
Persistent link: https://www.econbiz.de/10010263480
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Marginal effects in the probit model with a triple dummy variable interaction term
Cornelißen, Thomas; Sonderhof, Katja - 2008
In non-linear regression models, such as the probit model, coefficients cannot be interpreted as marginal effects. The marginal effects are usually non-linear combinations of all regressors and regression coefficients of the model. This paper derives the marginal effects in a probit model with a...
Persistent link: https://www.econbiz.de/10010264938
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Efficient probit estimation with partially missing covariates
Conniffe, Denis; O'Neill, Donal - 2009
decision of Italian households. …
Persistent link: https://www.econbiz.de/10010269313
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A Simple Representation of the Bera-Jarque-Lee Test for Probit Models
Wilde, Joachim - 2007
The inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore,...
Persistent link: https://www.econbiz.de/10010269965
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On the look-out for the bear: Predicting stock market downturns in G7 countries
Friedrich, Christian; Klein, Melanie - 2009
The paper examines the informational content of a series of macroeconomic indicator variables with the intention to predict stock market downturns - colloquially also referred to as 'bear markets' - for G7 countries. The sample consists of monthly stock market indices and a set of exogenous...
Persistent link: https://www.econbiz.de/10010270063
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(Not so) easy come, (still) easy go? Footloose multinationals revisited
Blanchard, Pierre; Dhyne, Emmanuel; Fuss, Catherine; … - 2012
This paper revisits the "footloose" nature of multinational firms (MNFs) hypothesis. Using firm-level data for Belgium over the period 1997-2008, we rely on a Probit model and take into account the endogeneity of the determinants of firm exit. Our results may be summarised as follows. First, the...
Persistent link: https://www.econbiz.de/10011506743
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Cooperation in R&D and sample selection
Piga, Claudio; Vivarelli, Marco - 2002
This study explicitly takes into account that the decision to enter into a cooperative R&D relationship is related to … the antecedent decision to carry out R&D. This calls for a methodological approach that, at the same time, allows the … relationships are important drivers of a firm's decision to engage in R&D both independently and with external partners. …
Persistent link: https://www.econbiz.de/10011335716
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Behavioural patterns in social networks
Conte, Anna; Di Cagno, Daniela; Sciubba, Emanuela - 2011
In this paper, we focus on the analysis of individual decision making for the formation of social networks, using …
Persistent link: https://www.econbiz.de/10010281646
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Alte und neue Wege des Gemeinschaftsmarketings für Agrarprodukte und Lebensmittel
Kliebisch, Christoph; Rügge, Matthias - 2007
Gemeinschaftsmarketing für Agrarprodukte und Lebensmittel ist spätestens seit der Ein-führung des Absatzfondsgesetzes … historischen Abriss zum Gemeinschaftsmarketing für Agrarprodukte und Lebensmittel und dem derzeitigen Organisationsaufbau ein Blick …
Persistent link: https://www.econbiz.de/10011375024