A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit

DOI10.1016/J.ECONLET.2018.03.018MaRDI QIDQ1787589zbMATH OpenOpenAlexWikidataFDO

Authors Massimo Filippini, William Greene, Nilkanth Kumar, Adan L. Martinez-Cruz

Publication date 5 October 2018

Published in Economics Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.econlet.2018.03.018

zbMATH Keywords

Monte Carlo simulationbivariate probittetrachoric correlationrecursive bivariate probit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• A note on the identification in two equations probit model with dummy endogenous regressor
• Identification in a generalization of bivariate probit models with dummy endogenous regressors
• Identification of multiple equation probit models with endogenous dummy regressors

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(3)

• The roles of foreign and domestic ownership in the corruption–firm innovation nexus
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