Estimating a generalized correlation coefficient for a generalized bivariate probit model

DOI10.1016/J.JECONOM.2007.01.012MaRDI QIDQ289201zbMATH OpenOpenAlexFDO

Authors Songnian Chen, Yahong Zhou

Publication date 27 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.01.012

zbMATH Keywords

dependence measuresbivariate probitgeneralized correlation coefficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 194371 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An Efficient Semiparametric Estimator for Binary Response Models
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• Generalized Econometric Models with Selectivity
• Maximal inequalities for degenerate U-processes with applications to optimization estimators
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Semiparametric Estimation of Index Coefficients
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
• Some Approaches to the Correction of Selectivity Bias
• The Limiting Distribution of the Maximum Rank Correlation Estimator

Cited in

(7)

• A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit
• On the estimation of correlation in a binary sequence model
• Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models
• Probability inequalities in multivariate distributions
• Bias corrected estimation for generalized probit regression with covariate measurement error and censored responses
• Estimation of a semiparametric recursive bivariate probit model with nonparametric mixing
• Estimation of the correlation coefficient in a bivariate probit model using the method of moments

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