SemiParBIVProbit: Semiparametric Bivariate Probit Modelling. Routine for fitting bivariate probit models with semiparametric predictors (including linear and nonlinear effects) in the presence of correlated error equations, endogeneity or sample selection. Bivariate copula models are also supported.
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References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Klein, Nadja; Kneib, Thomas: Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach (2016)
- Marra, Giampiero; Radice, Rosalba; Missiroli, Silvia: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (2014)
- Marra, Giampiero; Radice, Rosalba: A penalized likelihood estimation approach to semiparametric sample selection binary response modeling (2013)
- Marra, Giampiero; Radice, Rosalba: Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity (2011)