Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 38 for “"Probit models"”.
-
Analysis of Discrete Choice Probit Models with Structured Correlation Matrices
<p>Discrete choice models are very popular in Economics and the conditional logit model is the most widely used model to analyze consumer choice behavior, which was introduced in a seminal paper by McFadden (1974). This model is based on the assumption that the unobserved factors, which determine …
-
Predicting The U.S. Recessions With Housing Starts In Dynamic Probit Models
… predictive power of housing starts using dynamic probit models. The yield spread between the ten-year Treasury bond and three-month Treasury bill rates, is also adopted to further demonstrate the predictive properties of the housing variable. Different model functional forms are explored in which …
-
Analysis Of Type And Severity Of Traffic Crashes At Signalized Intersections Using Tree-based Regression And Ordered Probit Models
… statistical model, this analysis created several models that address the different factors that affect crashes, by type of collision as well as injury level, at signalized intersections. The first objective was to determine if there is a difference between important variables for models based on …
-
Advances in Applied Econometrics: Binary Discrete Choice Models, Artificial Neural Networks, and Asymmetries in the FAST Multistage Demand System
… statistical foundations of statistical models with binary dependent variables. (ii) using feed-forward backpropagation artificial neural networks for modeling dichotomous choice processes, and (iii) the estimation of unconditional demand elasticities using the flexible multistage demand …
-
Survivorship bias in mutual fund performance : evidence in Canadian mutual funds
… funds, active and inactive, on an annual basis. Probit models are used to explore the odds of and factors that contribute to the disappearance of funds. Major findings of this study are as follows. The effects of the survivorship bias on Canadian mutual funds are nontrivial. Persistence of fund …
-
On the predictability of U.S. stock market using machine learning and deep learning techniques
… efficient market hypothesis and econometric models. Five chapters and three publishable papers were proposed altogether, and each chapter is developed to solve specific identifiable problem(s). Chapter one gives the general introduction of the thesis. It presents the statement of the research …
-
Exploring the relationship between obesity and the probability of gaining employment in the context of the South African labour market
… between obesity and unemployment, two different models are used to assess whether this issue exists for the dataset; a bivariate probit model to assess if there is a bivariate relationship between obesity and employment, and a recursive bivariate probit model to assess if obesity is an endogenous …
-
Determining the relationship between moral waivers and Marine Corps unsuitability attrition
… from fiscal years 1997 to 2005. Multivariate probit models were used to analyze the effects of moral waivers on unsatisfactory service separations.
-
Exploring producer perceptions for cattle price and animal performance in the stocker industry
… risk management practices, we estimated multiple probit models with the dependent variables being use of the different risk management practices. Results from the probit models suggest how producers source cattle for their operation, whether it is the region or the different markets they source …
-
Open Economics: Inflation, Exchange Rate Contagion and Economic *Growth
Estimation of spatial limited dependent models in Chapter 3 allows us to overcome several of the shortcomings inherent, in particular, to the approach of Glick and Rose (1998) and, in general, to the contagious currency crises literature. Our results confirm previous findings: (i) we do support the …
-
Financial soundness of Kazakhstan banks: analysis and prediction.
… bank level using PCA, cluster, MDA, logit and probit analyses. Design/Methodology/Approach “ A cluster analysis, in combination with principal component analysis (PCA), was utilized as a classification technique. It groups sound and unsound banks in Kazakhstan's banking sector by examining …
-
Identifying and predicting turning points in Australian inbound tourism demand growth
… the limitations of the current linear models in use, and the lack of adequate research in turning point prediction in tourism, the objective of this study is to forecast turning points in tourism demand accurately by applying nonlinear models such as Logit, Probit and Markov Switching …
-
The impact of financial literacy on financial capability: Evidence based on the National Financial Capability Study
… month. Regression analysis was performed using probit models to determine the likelihood of financial difficulty in relation to financial education and other demographic characteristics. Results confirmed that individuals who had financial education were 5% less likely to suffer financially The …
-
Does IEB make the grade? Alternative testing methods and educational outcomes: The case of the IEB in South Africa
… of OLS, quantile regression, binary choice probit models and ordered probit models, this paper attempts to provide a holistic view of the effect that the IEB school-leaving examination has on a student’s academic performance at a tertiary level. The data used in this study is also unique, in …
-
How to Exit Successfully via IPOs: An insight into the listing requirements of the emerging Growth Enterprise Market of China
… growth rate, and net assets. Using a modified probit model based on previous studies, this study aims to examine the impact of these financial determinants on the IPO probability in the Chinese stock market. Using a sample of the initial 243 IPOs in the market over the 2009–2011 period, this …
-
Training by the unemployed and employed prior to the implementation of the NSDS : evidence from the Mesebetsi labour force survey 1999 - 2000
… a second round of the Mesebetsi Survey. Four probit models are developed to determine the probabilities of training for the economically active population as a whole. the unemployed and the employed respectively. Both the third and fourth probits determine the probability of training for the …
-
An assessment and comparison of bankruptcy prediction models in forecasting the financial distress of JSE-listed companies over a twenty-year period (2000 to 2020)
… study aimed to test the reliability of various models in predicting the failure of JSE-listed companies. Spanning a period of twenty years between the years 2000 and 2020, a sample of 156 companies was considered, with variables extending across financial information, non- financial information, …
-
Retention of U.S. Navy Surface Warfare Officers Before and After the Global War on Terror (GWOT)
… of Navy Surface Warfare Officers. Multivariate probit models are used to estimate the effects of commissioning source and other demographic variables on retention. The data set used was based on archival data provided by the Navy via the Navy Econometric Modeling System (NEMS). The data set …
-
The Theory of the Firm and Corporate Governance: An Empirical Analysis
… was then used to construct a number of binary probit models to test the validity of competing theories of the firm. Finally, the data was used to test an original hypothesis, that the level of corporate governance within a firm's management structure is the factor that determines if the …
-
Network knowledge and route choice
Models of urban traveler route choice are reviewed in the context of Intelligent Transportation Systems, particularly Advanced Traveler Information S ystems. Existing models suffer from assumptions of perfect information about travel conditions a nd infinite information processing capabilities of …
Page 1 of 2