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Original Articles

Some notes on statistic robustness of nonparametric bivariate probit model in a finite sample

Pages 443-447 | Published online: 26 Feb 2009

References

  • Aoki , T. 2005a . Proposed modified probit model incorporating nonparametric density estimation: how to measure asymmetric information in health insurance market? . Applied Economics Letters , 12/6 : 347 – 50 .
  • Aoki , T. ( 2005b ) About Statistic Robustness of Nonparametric Bivariate Probit Model in a Finite Sample Working Paper (Unpublished), July 2005
  • Chiappori , P.-A. and Salanie , B. 2000 . Testing for asymmetric information in insurance markets . The Journal of Political Economy , 108 : 56 – 78 .
  • Härdle, W. (1997) Applied Nonparametric Regression, (Econometric Society Monographs), Cambridge
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  • Newey , W. K. , Powell , J. L. and Walker , J. R. 1990 . Semiparametric estimation of selection models: some empirical results . The American Economic Review , 80 : 324 – 28 .
  • Manski , C. F. 1990 . Nonparametric bounds on treatment effects . The American Economic Review , 80 : 319 – 23 .
  • Silverman, B. W. (1996) Density Estimation for Statistics and Data Analysis (Monographs on Statistics and Applied Probability 26), Chapman & Hall

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