Zobrazeno 1 - 10
of 4 399
pro vyhledávání: '"probit and logit models"'
Autor:
Choe, Chung1 (AUTHOR), Jung, SeEun2 (AUTHOR) jse@inha.ac.kr, Oaxaca, Ronald L.3,4,5,6,7 (AUTHOR)
Publikováno v:
Empirical Economics. Sep2020, Vol. 59 Issue 3, p1479-1492. 14p. 3 Charts.
We present the Stata commands probitfe and logitfe, which estimate probit and logit panel data models with individual and/or time unobserved effects. Fixed effect panel data methods that estimate the unobserved effects can be severely biased because
Externí odkaz:
http://arxiv.org/abs/1610.07714
Autor:
Bakhtiyor Mamatkulov
Publikováno v:
Economics and education. 24:403-408
In the article, econometric modeling of the strongest and weakest positive and negative factors affecting the income of farms, based on the "Probit" and "Logit" models, serves to statistically evaluate the efficiency of the activities of farms, to co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed09685613fc4d62b5beeecd781bf551
https://doi.org/10.55439/eced/vol24_iss2/a64
https://doi.org/10.55439/eced/vol24_iss2/a64
Autor:
Cruz-Gonzalez, Mario1 mgonza@bu.edu, Fernández-Val, Iván1 ivanf@bu.edu, Weidner, Martin2 m.weidner@ucl.ac.uk
Publikováno v:
Stata Journal. 2017, Vol. 17 Issue 3, p517-545. 29p.
Autor:
Sapra, S. K.
Publikováno v:
Econometric Theory, 2004 Feb 01. 20(1), 225-226.
Externí odkaz:
https://www.jstor.org/stable/3533512
Autor:
Sapra, S. K.
Publikováno v:
Econometric Theory, 2003 Feb 01. 19(1), 225-225.
Externí odkaz:
https://www.jstor.org/stable/3533586
Autor:
Butryn, Barbara1 basiabutryn@o2.pl, Fura, Marek2 marekfura@o2.pl
Publikováno v:
Operations Research & Decisions. 2005, Issue 2, p37-41. 5p.
Publikováno v:
Empirical Economics. 59:1479-1492
Probit and logit models typically require a normalization on the error variance for model identification. This paper shows that in the context of sample mean probability decompositions, error variance normalizations preclude estimation of the effects
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::950d2e3e08f4b6dfc0a689efc0f3b193
https://doi.org/10.1007/s00181-019-01716-2
https://doi.org/10.1007/s00181-019-01716-2
Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
Autor:
Layton, Allan P. *, Katsuura, Masaki
Publikováno v:
In International Journal of Forecasting 2001 17(3):403-417
Autor:
Faria, Rute Quelvia de
Publikováno v:
Repositório Institucional da UNESP
Universidade Estadual Paulista (UNESP)
instacron:UNESP
Universidade Estadual Paulista (UNESP)
instacron:UNESP
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Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::421f992c8a9778a42107fbf1cf57219a