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Recursive bivariate copula estimation and decomposition of marginal effects

Author

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  • Mustafa Coban

    (Institute for Employment Research (IAB))

Abstract

This presentation describes a new Stata command, rbicopula, for

Suggested Citation

  • Mustafa Coban, 2022. "Recursive bivariate copula estimation and decomposition of marginal effects," Northern European Stata Conference 2022 09, Stata Users Group.
    • Handle: RePEc:boc:neur22:09
    as

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    File URL: http://repec.org/neur2022/Northern_Europe22_Coban.pdf
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    References listed on IDEAS

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    1. Sukjin Han & Sungwon Lee, 2019. "Estimation in a generalization of bivariate probit models with dummy endogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 994-1015, September.
    2. Linda N. Edwards & Takuya Hasebe & Tadashi Sakai, 2019. "Education and Marriage Decisions of Japanese Women and the Role of the Equal Employment Opportunity Act," Journal of Human Capital, University of Chicago Press, vol. 13(2), pages 260-292.
    3. Dhari S. Alrasheed, 2019. "The relationship between neighborhood design and social capital as measured by carpooling," Journal of Regional Science, Wiley Blackwell, vol. 59(5), pages 962-987, November.
    4. Chiburis, Richard C. & Das, Jishnu & Lokshin, Michael, 2012. "A practical comparison of the bivariate probit and linear IV estimators," Economics Letters, Elsevier, vol. 117(3), pages 762-766.
    5. Hasebe, Takuya, 2013. "Marginal effects of a bivariate binary choice model," Economics Letters, Elsevier, vol. 121(2), pages 298-301.
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