Abstract
Values of the true correlation up to ±0.9 in a censored probit model do not lead to random failure owing to limit values of the estimated correlation, but a Monte Carlo study reveals other biases in estimating censored probit models.
| Original language | English |
|---|---|
| Pages (from-to) | 33-37 |
| Number of pages | 5 |
| Journal | Economics Letters |
| Volume | 57 |
| Issue number | 1 |
| DOIs | |
| State | Published - Nov 28 1997 |
Keywords
- C34
- Censored probit model
- Monte Carlo study
ASJC Scopus subject areas
- Finance
- Economics and Econometrics
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