A Simultaneous Probit Model

M.G. Dagenais

G.R.E.Q.A.M. from Universite Aix-Marseille III

Abstract: The usual formulation of probit models includes, as endogenous variables, both continuous latent variables and binary observable variables. The solution of simultaneous probit models involving only latent endogenous variables among the explanatory variables is straightforward, provided the equations are identified. In contrast, simultaneous probit models in which the binary endogenous variables appear among the explanatory variables raise problems of coherence.

Keywords: ECONOMETRICS; MODELS (search for similar items in EconPapers)
JEL-codes: C35 (search for similar items in EconPapers)
Pages: 19 pages
Date: 1997
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Citations: View citations in EconPapers (7)

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