IDEAS home Printed from https://ideas.repec.org/r/fip/fedmsr/177.html
   My bibliography  Save this item

Statistical inference in the multinomial multiperiod probit model

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Rendtel, Ulrich & Kaltenborn, Ulrich, 2004. "The stability of simulation based estimation of the multiperiod multinominal probit model with individual specific covariates," Discussion Papers 2004/5, Free University Berlin, School of Business & Economics.
  2. Florian Heiss, 2008. "Sequential numerical integration in nonlinear state space models for microeconometric panel data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 373-389.
  3. Heiss, Florian & Winschel, Viktor, 2008. "Likelihood approximation by numerical integration on sparse grids," Journal of Econometrics, Elsevier, vol. 144(1), pages 62-80, May.
  4. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2001. "Comparing dynamic equilibrium economies to data," FRB Atlanta Working Paper 2001-23, Federal Reserve Bank of Atlanta.
  5. Ricardo A. Daziano & Luis Miranda-Moreno & Shahram Heydari, 2013. "Computational Bayesian Statistics in Transportation Modeling: From Road Safety Analysis to Discrete Choice," Transport Reviews, Taylor & Francis Journals, vol. 33(5), pages 570-592, September.
  6. Misgan Desale Nigusie, 2024. "Normal-beta exponential stochastic frontier model: Maximum simulated likelihood approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 23(3), pages 489-504, September.
  7. William Greene, 2003. "Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function," Journal of Productivity Analysis, Springer, vol. 19(2), pages 179-190, April.
  8. Kasahara, Hiroyuki & Rodrigue, Joel, 2008. "Does the use of imported intermediates increase productivity? Plant-level evidence," Journal of Development Economics, Elsevier, vol. 87(1), pages 106-118, August.
  9. Natarajan, Ranjini & McCulloch, Charles E. & Kiefer, Nicholas M., 2000. "A Monte Carlo EM method for estimating multinomial probit models," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 33-50, July.
  10. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
  11. Prowse, Victoria L., 2005. "State Dependence in a Multi-State Model of Employment Dynamics," IZA Discussion Papers 1623, Institute of Labor Economics (IZA).
  12. Mohamed Lachaab & Asim Ansari & Kamel Jedidi & Abdelwahed Trabelsi, 2006. "Modeling preference evolution in discrete choice models: A Bayesian state-space approach," Quantitative Marketing and Economics (QME), Springer, vol. 4(1), pages 57-81, March.
  13. Zhang, Xiao & Boscardin, W. John & Belin, Thomas R. & Wan, Xiaohai & He, Yulei & Zhang, Kui, 2015. "A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 43-58.
  14. Victoria Prowse, 2012. "Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 411-431, April.
  15. Wainaina, Priscilla Wairimu & Tongruksawattana, Songporne & Qaim, Matin, 2014. "Improved seeds, fertilizer or natural resource management? Evidence from Kenya’s smallholder maize farmers," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182644, European Association of Agricultural Economists.
  16. John Geweke & Michael P. Keane, 1997. "Mixture of normals probit models," Staff Report 237, Federal Reserve Bank of Minneapolis.
  17. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
  18. Troske, Kenneth R. & Voicu, Alexandru, 2010. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Labour Economics, Elsevier, vol. 17(1), pages 150-169, January.
  19. Benchimol, Jonathan & Fourçans, André, 2017. "Money And Monetary Policy In The Eurozone: An Empirical Analysis During Crises," Macroeconomic Dynamics, Cambridge University Press, vol. 21(3), pages 677-707, April.
  20. Karthik K. Srinivasan & Hani S. Mahmassani, 2005. "A Dynamic Kernel Logit Model for the Analysis of Longitudinal Discrete Choice Data: Properties and Computational Assessment," Transportation Science, INFORMS, vol. 39(2), pages 160-181, May.
  21. Denzil G. Fiebig & Michael P. Keane & Jordan Louviere & Nada Wasi, 2010. "The Generalized Multinomial Logit Model: Accounting for Scale and Coefficient Heterogeneity," Marketing Science, INFORMS, vol. 29(3), pages 393-421, 05-06.
  22. Arabinda Das, 2015. "Copula-based Stochastic Frontier Model with Autocorrelated Inefficiency," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(2), pages 111-126, June.
  23. Priscilla Wainaina & Songporne Tongruksawattana & Matin Qaim, 2016. "Tradeoffs and complementarities in the adoption of improved seeds, fertilizer, and natural resource management technologies in Kenya," Agricultural Economics, International Association of Agricultural Economists, vol. 47(3), pages 351-362, May.
  24. Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September.
  25. Diansheng Dong & Chanjin Chung & Harry Kaiser, 2004. "Modelling milk purchasing behaviour with a panel data double-hurdle model," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 769-779.
  26. Xingcai Zhou & Xinsheng Liu, 2008. "The Monte Carlo EM method for estimating multinomial probit latent variable models," Computational Statistics, Springer, vol. 23(2), pages 277-289, April.
  27. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Crime and Young Men: The Role of Arrest, Criminal Experience, and Heterogeneity," NBER Working Papers 12221, National Bureau of Economic Research, Inc.
  28. Mandelman, Federico S. & Zanetti, Francesco, 2014. "Flexible prices, labor market frictions and the response of employment to technology shocks," Labour Economics, Elsevier, vol. 26(C), pages 94-102.
  29. William E. Griffiths & R. Carter Hill & Christopher J. O'Donnell, 2001. "Including Prior Information in Probit Model Estimation," Department of Economics - Working Papers Series 816, The University of Melbourne.
  30. Sawadogo, Relwendé & Semedo, Gervasio, 2021. "Financial inclusion, income inequality, and institutions in sub-Saharan Africa: Identifying cross-country inequality regimes," International Economics, Elsevier, vol. 167(C), pages 15-28.
  31. Paolo Buonanno & Dario Pozzoli, 2009. "Early Labour Market Returns to College Subject," LABOUR, CEIS, vol. 23(4), pages 559-588, December.
  32. William Greene, 2004. "Convenient estimators for the panel probit model: Further results," Empirical Economics, Springer, vol. 29(1), pages 21-47, January.
  33. Xiaokun Wang & Kara M. Kockelman, 2009. "Baysian Inference For Ordered Response Data With A Dynamic Spatial‐Ordered Probit Model," Journal of Regional Science, Wiley Blackwell, vol. 49(5), pages 877-913, December.
  34. Benchimol, Jonathan, 2016. "Money and monetary policy in Israel during the last decade," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 103-124.
  35. Rennings, Klaus & Ziegler, Andreas & Zwick, Thomas, 2001. "Employment changes in environmentally innovative firms," ZEW Discussion Papers 01-46, ZEW - Leibniz Centre for European Economic Research.
  36. Kenneth Troske & Alexandru Voicu, 2013. "The effect of the timing and spacing of births on the level of labor market involvement of married women," Empirical Economics, Springer, vol. 45(1), pages 483-521, August.
  37. Eduardo Beamonte & José Bermúdez, 2003. "A bayesian semiparametric analysis for additive Hazard models with censored observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 347-363, December.
  38. Olaf Hübler, 2006. "Multilevel and Nonlinear Panel Data Models," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 9, pages 119-135, Springer.
  39. Geweke, John & Keane, Michael & Runkle, David, 1994. "Recursively Simulating Multinomial Multiperiod Probit Probabilities," MPRA Paper 55140, University Library of Munich, Germany.
  40. Liesenfeld, Roman & Richard, Jean-François, 2010. "The dynamic invariant multinomial probit model: Identification, pretesting and estimation," Journal of Econometrics, Elsevier, vol. 155(2), pages 117-127, April.
  41. Tether, B. & Bascavusoglu-Moreau, E., 2012. "A Different Path to Growth? Service Innovation and Performance amongst UK Manufacturers," Working Papers wp433, Centre for Business Research, University of Cambridge.
  42. Wainaina, Priscilla & Tongruksawattana, Songporne & Qaim, Matin, 2014. "Tradeoffs and Complementarities in the Adoption of Improved Seeds, Fertilizer, and Natural Resource Management Technologies in Kenya," GlobalFood Discussion Papers 189914, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
  43. Andreas Ziegler, 2010. "Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis," CER-ETH Economics working paper series 10/125, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  44. Greene, W., 2001. "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 01-01, New York University, Leonard N. Stern School of Business-.
  45. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Leibniz Centre for European Economic Research.
  46. Michele Campolieti, 2001. "Bayesian semiparametric estimation of discrete duration models: an application of the dirichlet process prior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(1), pages 1-22.
  47. Phill Wheat & Alexander D. Stead & William H. Greene, 2019. "Robust stochastic frontier analysis: a Student’s t-half normal model with application to highway maintenance costs in England," Journal of Productivity Analysis, Springer, vol. 51(1), pages 21-38, February.
  48. Paleti, Rajesh & Bhat, Chandra R., 2013. "The composite marginal likelihood (CML) estimation of panel ordered-response models," Journal of choice modelling, Elsevier, vol. 7(C), pages 24-43.
  49. Bel, K. & Paap, R., 2014. "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers EI 2014-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  50. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003. "Bayesian Inference for Hospital Quality in a Selection Model," Econometrica, Econometric Society, vol. 71(4), pages 1215-1238, July.
  51. Ziegler, Andreas, 2012. "Individual characteristics and stated preferences for alternative energy sources and propulsion technologies in vehicles: A discrete choice analysis for Germany," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(8), pages 1372-1385.
  52. Muhammad Ashraf & Adnan Arshad & Praharsh M. Patel & Adeel Khan & Huma Qamar & Ristina Siti-Sundari & Muhammad Usman Ghani & Ali Amin & Jamilur Rehman Babar, 2021. "Quantifying climate-induced drought risk to livelihood and mitigation actions in Balochistan," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 109(3), pages 2127-2151, December.
  53. Flavio Lenz-Cesar & Almas Heshmati, 2009. "Determinants of Firms Cooperation in Innovation," TEMEP Discussion Papers 200927, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Nov 2009.
  54. Dong, Diansheng & Schmit, Todd M. & Kaiser, Harry M., 2003. "Modeling the Household Purchasing Process Using a Panel Data Tobit Model," Research Bulletins 122115, Cornell University, Department of Applied Economics and Management.
  55. R. Bernardini Papalia & S. Bertarelli, 1999. "Partnership among firms: Estimating the probability of contact from the Poisson model using repeated Observations," Working Papers 346, Dipartimento Scienze Economiche, Universita' di Bologna.
  56. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
  57. Fernandez-Villaverde, Jesus & Francisco Rubio-Ramirez, Juan, 2004. "Comparing dynamic equilibrium models to data: a Bayesian approach," Journal of Econometrics, Elsevier, vol. 123(1), pages 153-187, November.
  58. Muhammad Ashraf & Jayant Routray & Muhammad Saeed, 2014. "Determinants of farmers’ choice of coping and adaptation measures to the drought hazard in northwest Balochistan, Pakistan," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 73(3), pages 1451-1473, September.
  59. Michael P. Keane, 2013. "Panel data discrete choice models of consumer demand," Economics Papers 2013-W08, Economics Group, Nuffield College, University of Oxford.
  60. Aßmann, Christian, 2008. "Assessing the Effect of Current Account and Currency Crises on Economic Growth," Economics Working Papers 2008-01, Christian-Albrechts-University of Kiel, Department of Economics.
  61. Timothy Johnson, 2007. "Discrete Choice Models for Ordinal Response Variables: A Generalization of the Stereotype Model," Psychometrika, Springer;The Psychometric Society, vol. 72(4), pages 489-504, December.
  62. Ricardo A. Daziano & Martin Achtnicht, 2014. "Forecasting Adoption of Ultra-Low-Emission Vehicles Using Bayes Estimates of a Multinomial Probit Model and the GHK Simulator," Transportation Science, INFORMS, vol. 48(4), pages 671-683, November.
  63. Harris, Katherine M. & Keane, Michael P., 1998. "A model of health plan choice:: Inferring preferences and perceptions from a combination of revealed preference and attitudinal data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 131-157, November.
  64. Liesenfeld, Roman & Richard, Jean-François, 2010. "Efficient estimation of probit models with correlated errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 367-376, June.
  65. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  66. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
  67. Klaus Rennings & Andreas Ziegler & Thomas Zwick, 2004. "The effect of environmental innovations on employment changes: an econometric analysis," Business Strategy and the Environment, Wiley Blackwell, vol. 13(6), pages 374-387, November.
  68. Oliver Rutz & Randolph Bucklin, 2012. "Does banner advertising affect browsing for brands? clickstream choice model says yes, for some," Quantitative Marketing and Economics (QME), Springer, vol. 10(2), pages 231-257, June.
  69. Hermann Ndoya & Simplice A. Asongu, 2022. "Digital divide, globalization and income inequality in sub-Saharan African countries: analysing cross-country heterogeneity," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 20(1), pages 1-19, October.
  70. Ziegler, Andreas, 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Leibniz Centre for European Economic Research.
  71. Belderbos, Rene & Carree, Martin & Diederen, Bert & Lokshin, Boris & Veugelers, Reinhilde, 2004. "Heterogeneity in R&D cooperation strategies," International Journal of Industrial Organization, Elsevier, vol. 22(8-9), pages 1237-1263, November.
  72. Daziano, Ricardo A. & Achtnicht, Martin, 2012. "Forecasting adoption of ultra-low-emission vehicles using the GHK simulator and Bayes estimates of a multinomial probit model," ZEW Discussion Papers 12-017, ZEW - Leibniz Centre for European Economic Research.
  73. Ziegler Andreas, 2010. "Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 630-652, October.
  74. Lee, Lung-Fei, 1997. "Simulated maximum likelihood estimation of dynamic discrete choice statistical models some Monte Carlo results," Journal of Econometrics, Elsevier, vol. 82(1), pages 1-35.
  75. Roman Liesenfeld & Guilherme Valle Moura & Jean‐François Richard, 2010. "Determinants and Dynamics of Current Account Reversals: An Empirical Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 486-517, August.
  76. Brownstone, David, 2001. "Discrete Choice Modeling for Transportation," University of California Transportation Center, Working Papers qt29v7d1pk, University of California Transportation Center.
  77. Zhang, Xiao & Boscardin, W. John & Belin, Thomas R., 2008. "Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3697-3708, March.
  78. Juan Pablo Atal, 2019. "Lock-in in Dynamic Health Insurance Contracts: Evidence from Chile," PIER Working Paper Archive 19-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  79. Dan Bernhardt & Chi Wan & Zhijie Xiao, 2016. "The Reluctant Analyst," Journal of Accounting Research, Wiley Blackwell, vol. 54(4), pages 987-1040, September.
  80. Holloway, Garth J. & Barrett, Christopher B. & Ehui, Simeon K., 2002. "Bayes' Estimates Of The Double Hurdle Model In The Presence Of Fixed Costs," Working Papers 14741, Cornell University, Department of Applied Economics and Management.
  81. Kraay, Aart & Soloaga, Isidro & Tybout, James, 2002. "Product quality, productive efficiency, and international technology diffusion : evidence from plant-level panel data," Policy Research Working Paper Series 2759, The World Bank.
  82. Troske, Kenneth & Voicu, Alexandru, 2009. "The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education?," IZA Discussion Papers 4074, Institute of Labor Economics (IZA).
  83. Richard Paap & Philip Hans Franses, 2000. "A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 717-744.
  84. Griffiths, W.E., 2001. "Bayesian Inference in the Seemingly Unrelated Regressions Models," Department of Economics - Working Papers Series 793, The University of Melbourne.
  85. Rasmane Ouedraogo & Windemanegda Sandrine Sourouema & Hamidou Sawadogo, 2021. "Aid, growth and institutions in Sub‐Saharan Africa: New insights using a multiple growth regime approach," The World Economy, Wiley Blackwell, vol. 44(1), pages 107-142, January.
  86. Carboni, Oliviero A., 2013. "Heterogeneity in R&D collaboration: An empirical investigation," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 48-59.
  87. Cantillon, Estelle & Yin, Pai-Ling, 2007. "How and when do markets tip? Lessons from the Battle of the Bund," Working Paper Series 766, European Central Bank.
  88. Dong, Diansheng & Chung, Chanjin & Kaiser, Harry M., 2001. "Panel Data Double-Hurdle Model: An Application To Dairy Advertising," 2001 Annual meeting, August 5-8, Chicago, IL 20502, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  89. Gould, Brian W. & Dong, Diansheng, 2000. "The Decision Of When To Buy A Frequently Purchased Good: A Multi-Period Probit Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(2), pages 1-17, December.
  90. Xiaohui Zhang & Katharina Hauck & Xueyan Zhao, 2013. "Patient Safety In Hospitals – A Bayesian Analysis Of Unobservable Hospital And Specialty Level Risk Factors," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1158-1174, September.
  91. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
  92. Joel L. Horowitz & N. E. Savin, 2001. "Binary Response Models: Logits, Probits and Semiparametrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 43-56, Fall.
  93. Owusu, Victor & Abdulai, Awudu, 2009. "Joint Adoption of Safer Irrigation Technologies under Uncertainty: Evidence from Ghana," MPRA Paper 43822, University Library of Munich, Germany.
  94. Chintagunta, Pradeep & Kyriazidou, Ekaterini & Perktold, Josef, 2001. "Panel data analysis of household brand choices," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 111-153, July.
  95. Victoria Prowse, 2005. "State Dependence in a Multi-state Model of Employment," Economics Papers 2005-W20, Economics Group, Nuffield College, University of Oxford.
  96. Andreas Ziegler, 2007. "Simulated classical tests in multinomial probit models," Statistical Papers, Springer, vol. 48(4), pages 655-681, October.
  97. Allenby, Greg M. & Rossi, Peter E., 1998. "Marketing models of consumer heterogeneity," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 57-78, November.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.