Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate

DOI10.1016/J.JECONOM.2023.105546MaRDI QIDQ6152593zbMATH OpenFDO

Authors Vassilis Argyrou Hajivassiliou, Frédérique Savignac

Publication date 13 February 2024

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/J.JECONOM.2023.105546

zbMATH Keywords

dynamic limited dependent variable modelseconometric coherency and completeness conditionsfinancing constraintsinnovationjoint bivariate probit modelstate dependence

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• An Econometric Analysis of Residential Electric Appliance Holdings and Consumption
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Discrete/Continuous Models of Consumer Demand
• Disequilibrium Econometrics in Simultaneous Equations Systems
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 3816888 (Why is no real title available?)
• Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
• Inference of signs of interaction effects in simultaneous games with incomplete information
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Sharp identification regions in models with convex moment predictions

This page was built for publication: Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6152593)