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Estimating the model for seasoned equity offering underpricing : application to the Chinese financial market
Chung, Chune Young; Liu, Chang - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1472-1480
Persistent link: https://www.econbiz.de/10011563542
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A simple LM test for zoro correlation in the censored bivariate probit model
Murphy, Anthony - 1994
Persistent link: https://www.econbiz.de/10000898472
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
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Determinants and costs of current account reversals under heterogeneity and serial correlation
Aßmann, Christian (contributor) - 2007
Recent empirical evidence suggests that reversing current account balances imply costly adjustment processes leading to reduced economic growth. Using large panel data sets to analyze determinants and costs of reversals asks for controls of heterogeneity among countries. This paper contributes a...
Persistent link: https://www.econbiz.de/10003490212
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Dynamic panel probit models for current account reversals and their efficient estimation
Liesenfeld, Roman (contributor);  … - 2007
We use panel probit models with unobserved heterogeneity and serially correlated errors in order to analyze the determinants and the dynamics of current-account reversals for a panel of developing and emerging countries. The likelihood evaluation of these models requires high-dimensional...
Persistent link: https://www.econbiz.de/10003468914
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Specification error in probit models
Yatchew, Adonis; Griliches, Zvi - 1984
Persistent link: https://www.econbiz.de/10003564195
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Sauer, Robert M.; Keane, Michael P. - 2007
Persistent link: https://www.econbiz.de/10003553298
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Estimation of the probit model from anonymized micro data
Ronning, Gerd (contributor); Rosemann, Martin (contributor) - 2006
is whether estimation of stochastic models from these perturbed data is possible and - more importantly - leads to … reliable results. In this paper we concentrate on estimation of the probit model under the assumption that only anonymized data … regressors then is handled by the simulation extrapolation (SIMEX) estimation procedure where we compare performance of quadratic …
Persistent link: https://www.econbiz.de/10003393569
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Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, … - In: The econometrics journal 12 (2009) 2, pp. 324-339
Persistent link: https://www.econbiz.de/10003875768