Results 341 to 350 of about 425,283 (379)

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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Modelling sovereign credit ratings: Neural networks versus ordered probit

Expert Systems with Applications, 2006
Sovereign credit ratings are becoming increasingly important both within a financial regulatory context and as a necessary prerequisite for the development of emerging capital markets. Using a comprehensive dataset of rating agencies and countries over the period 1989-1999, this paper demonstrates that artificial neural networks (ANN) represent a ...
Bennell, J., Crabbe, D., Thomas, S., Ap Gwilym, O.   +3 more
openaire   +2 more sources

Empirical comparison of the effects of urban and rural crashes on motorcyclist injury severities: A correlated random parameters ordered probit approach with heterogeneity in means.

Accident Analysis and Prevention, 2021
Chamroeun Se, Thanapong Champahom, Sajjakaj Jomnonkwao, Palaphorn Chaimuang, V. Ratanavaraha   +4 more
semanticscholar   +1 more source

A spatial rank-ordered probit model with an application to travel mode choice

Transportation Research Part B: Methodological, 2022
Aupal Mondal, C. Bhat
semanticscholar   +1 more source

Weekly variations and temporal instability of determinants influencing alcohol-impaired driving crashes: A random thresholds random parameters hierarchical ordered probit model

Analytic Methods in Accident Research, 2021
Xintong Yan, Jie He, Guanhe Wu, Changjian Zhang, Ziyang Liu, Chenwei Wang   +5 more
semanticscholar   +1 more source

An ordered-probit analysis of enforcement of road speed limits

Proceedings of the Institution of Civil Engineers - Transport, 2018
The effectiveness of speed limit enforcement (SLE) is a critical factor in reducing the global burden of fatalities and injuries due to road crashes.
Behram Wali, Anwaar Ahmed, N. Ahmad
semanticscholar   +1 more source

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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A bivariate cumulative probit regression model for ordered categorical data

Statistics in Medicine, 1995
AbstractThis paper proposes a latent variable regression model for bivariate ordered categorical data and develops the necessary numerical procedure for parameter estimation. The proposed model is an extension of the standard bivariate probit model for dichotomous data to ordered categorical data with more than two categories for each margin.
openaire   +2 more sources

A Motorcyclist-Injury Severity Analysis: A Comparison of Single-, Two-, and Multi-Vehicle Crashes Using Latent Class Ordered Probit Model.

Accident Analysis and Prevention, 2020
Jing Li, S. Fang, Jingqiu Guo, Ting Fu, Min Qiu   +4 more
semanticscholar   +1 more source

The temporal stability of factors affecting driver injury severity in run-off-road crashes: A random parameters ordered probit model with heterogeneity in the means approach.

Accident Analysis and Prevention, 2020
Miao Yu, Changjiang Zheng, Changxi Ma, Jinxing Shen   +3 more
semanticscholar   +1 more source