Efficient Probit Estimation with Partially Missing Covariates (Q3295709)

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Efficient Probit Estimation with Partially Missing Covariates
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    title
    Efficient Probit Estimation with Partially Missing Covariates (English)
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    author
    Denis Conniffe
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    Donal O'Neill
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    publication date
    10 July 2020
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    zbMATH DE Number
    7219460
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    zbMATH Keywords
    missing data
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    probit model
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    portfolio allocation
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    risk-aversion
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