JSTOR Daily

Post-Randomization Under Test: Estimation of the Probit Model

The paper analyzes effects of randomized response with respect to some binary dependent variable on the estimation of the probit model. This approach is used in interviews when asking sensitive ...
JSTOR Daily

Estimation in a generalization of bivariate probit models with dummy endogenous regressors

Journal of Applied Econometrics, Vol. 34, No. 6 (September/October 2019), pp. 994-1015 (22 pages) The purpose of this paper is to provide guidelines for empirical researchers who use a class of ...
Seeking Alpha

A (Partial) Solution For Narrative Risk: Probit Modeling

The search for objective analysis in the cause of making informed investment decisions is the Holy Grail of finance. Unfortunately, narrative risk continually threatens to derail us on our crucial ...
International Monetary Fund

Autocorrelation-Corrected Standard Errors in Panel Probits: An Application to Currency Crisis Prediction

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
International Monetary Fund

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency ...