A Monte Carlo comparison of estimators for a bivariate probit model with selection

DOI10.1016/J.MATCOM.2008.01.016zbMath1216.62032OpenAlexW2080928272MaRDI QIDQ929694

R. Belkar, Denzil G. Fiebig

Publication date: 18 June 2008

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.016

zbMATH Keywords

selectionprobitfinite sample propertieschoice modelling

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Cites Work

• Partial observability in bivariate probit models
• Misclassification of the dependent variable in a discrete-response setting
• On the choice between sample selection and two-part models
• On the Cost of Partial Observability in the Bivariate Probit Model
• Estimation of sample selection bias models
• SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE

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