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 QIDQ6152593

Frédérique Savignac, Vassilis Argyrou Hajivassiliou

Publication date: 13 February 2024

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

zbMATH Keywords

innovationstate dependencefinancing constraintsdynamic limited dependent variable modelseconometric coherency and completeness conditionsjoint bivariate probit model

Mathematics Subject Classification ID

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

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