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Tests of the Specification of Univariate and Bivariate Ordered Probit [PDF]

Review of Economics and Statistics, 1997
This note presents tests of the specification of univariate and bivariate ordered probit. The test is sensitive to deviations from either normality or the exogeneity of the explanatory variables. As an example, the ownership of dogs and televisions, both sources of time-intensive entertainment, is studied.
J. S. Butler, Patrali Chatterjee
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A Binary-Ordered Probit Model of Cigarette Demand

2007
This study analyzes the demand for cigarettes fitting observed zero outcomes with a trivariate model consisting of an equation for the starting smoking decision, an equation for the quitting decision, and an equation that models the level of cigarettes consumed.
Kasteridis, Panagiotis P., Munkin, Murat K., Yen, Steven T., Kasteridis, Panagiotis P., Munkin, Murat K., Yen, Steven T.   +5 more
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A bivariate ordered probit estimator with mixed effects [PDF]

, 2009
In this paper, we discuss the derivation and application of a bivariate ordered probit model with mixed effects. Our approach allows one to estimate the distribution of the effect (gamma) of an endogenous ordered variable on an ordered explanatory variable.
Franz Buscha, Anna Conte
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An analysis of life satisfaction in Albania: An heteroscedastic ordered probit model approach [PDF]

Journal of Economic Behavior & Organization, 2012
This paper uses the nationally representative Albanian Living Standards Measurement Study survey from 2005 to investigate the determinants of life satisfaction. In common with much of the existing empirical literature that models life satisfaction (or subjective well-being) this paper exploits an ordered probit model.
Litchfield, Julie, Reilly, Barry, VENEZIANI, Mario   +2 more
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Logit and Probit: Ordered and Multinomial Models

Journal of the American Statistical Association, 2003
(2003). Logit and Probit: Ordered and Multinomial Models. Journal of the American Statistical Association: Vol. 98, No. 463, pp. 775-776.
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Foreign Expansion by Italian Manufacturing Firms in the Nineties: an Ordered Probit Analysis

Review of Industrial Organization, 2003
This paper develops an index of internationalizationcommitment or foreign expansion index(FEI) of the firm. The FEI integrates variousdimensions of commitment tointernationalization that, although interrelated,have usually been analyzed independently, i.e.exports, foreign penetration operations (suchas foreign commercial agreements, sales outletsabroad
Basile, Roberto, Giunta, Anna, Nugent, Jeffrey B.   +2 more
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A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model [PDF]

Economics Bulletin, 2004
In this note, I show that the ordered and sequential probit models are special cases of the multinomial probit model where the disturbance terms in the latent variables degenerate or those variances converge to zero at a certain rate.
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Demand for cigarettes: a mixed binary-ordered probit approach

Applied Economics, 2010
This study analyses the demand for cigarettes fitting observed zero outcomes with a trivariate model consisting of an equation for the starting smoking decision, an equation for the quitting decision, and an equation that models the level of cigarettes consumed.
Panagiotis P. Kasteridis, Murat K. Munkin, Steven T. Yen   +2 more
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Specification tests in ordered logit and probit models

Econometric Reviews, 1997
In this paper, I study the application of various specification tests to ordered logit and probit models with heteroskedastic errors, with the primary focus on the ordered probit model. The tests are Lagrange multiplier tests, information matrix tests, and chi-squared goodness of fit tests.
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An ordered probit analysis of monetary policy inertia

The B.E. Journal of Macroeconomics, 2015
AbstractThe two leading explanations of the observed persistence in policy interest rate changes are monetary policy inertia and omitted serially correlated shocks. This paper addresses the persistence debate from the perspective of how to properly model policy rates.
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