Estimating a generalized correlation coefficient for a generalized bivariate probit model

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 1100-1114

  Chen, Songnian ^a   Zhou, Yahong ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Bivariate probit; Dependence measures; Generalized correlation coefficient

Indexed keywords

ASYMPTOTIC ANALYSIS; COMPUTER SIMULATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

BIVARIATE PROBIT; CORRELATION COEFFICIENT; PROBIT MODEL;

CORRELATION METHODS;

EID: 34848873105     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.01.012     Document Type: Article

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