A Monte Carlo comparison of estimators for a bivariate probit model with selection
نویسندگان
چکیده
منابع مشابه
A Monte Carlo comparison of estimators for a bivariate probit model with selection
A Monte Carlo experiment is undertaken to examine the small sample properties of three alternative estimators of a bivariate probit model with selection. The three estimators are the censored probit estimator, single-equation probit applied to the selected sub-sample and single-equation probit applied to the full sample. These estimators are compared in terms of properties of coefficient estima...
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ژورنال
عنوان ژورنال: Mathematics and Computers in Simulation
سال: 2008
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2008.01.016