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

DOI10.1016/J.ECONLET.2018.03.018zbMATH Open1397.62530OpenAlexW2759288225WikidataQ130110783 ScholiaQ130110783MaRDI QIDQ1787589FDOQ1787589

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)

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

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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)

Cites Work

• Title not available (Why is that?)
• Identification of multiple equation probit models with endogenous dummy regressors
• 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

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