Multivariate binary data arise in a variety of settings. In this article we propose a practical and efficient computational framework for maximum likelihood estimation of multivariate probit ...
This is a preview. Log in through your library . Abstract Multinomial logit models, especially those calibrated on scanner data, often use explanatory variables that are nonlinear functions of the ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency ...
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