Estimating a generalized correlation coefficient for a generalized bivariate probit model

DOI10.1016/J.JECONOM.2007.01.012zbMath1418.62423OpenAlexW2064188936MaRDI QIDQ289201

Yahong Zhou, Songnian Chen

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

Cites Work

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