Identification in multivariate partial observability probit (Q478012)

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scientific article; zbMATH DE number 6379197
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    Identification in multivariate partial observability probit
    scientific article; zbMATH DE number 6379197

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      Identification in multivariate partial observability probit (English)
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      10 December 2014
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      Summary: The author considered a bivariate probit model 1980, see [''Partial observability in bivariate probit models'', J. Econom. 12, 209-217 (1980; Zbl 0439.62079)], in which the binary dependent variables y\(^1\) and y\(^2\) of a bivariate probit model were not observed individually, but the product \(z = y^1 \times y^2\) was observed. This paper expands this notion of partial observability to multivariate settings.
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      identification
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      multivariate partial observability
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      Bayesian
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      trivariate pairwise partial observability
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