Interaction and quadratic effects in probit model with endogenous regressors

DOI10.1016/J.ECONLET.2020.109695zbMath1455.91243OpenAlexW3111518124MaRDI QIDQ2226958

Xianbo Zhou, Heyang Li

Publication date: 9 February 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109695

zbMATH Keywords

interaction effectquadratic effectbootstrap standard errorsendogenous probit model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

Uses Software

• Stata

Cites Work

• Residual bootstrap tests in linear models with many regressors
• Unnamed Item

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