Essays about: "multivariate probit model"

Found 4 essays containing the words multivariate probit model.

  1. 1. Climate Change Adaptation Measures and Their Determinants : a case of farm-level in Rachaya Bekaa, Lebanon

    University essay from SLU/Dept. of Economics

    Author : Hala Saab; [2022]
    Keywords : climate change; adaptation measures; Lebanon; multivariate probit model; farmer; agriculture;

    Abstract : Climate change is increasing the detrimental effects on agricultural productivity. Effective adaptation measures are crucial to cope with climate change impacts to reduce farmers' vulnerability and build resilience. READ MORE

  3. 2. The Role of Independent Financial Advisors in the IPO Process

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Julian Kasturiarachchige; Janis von Zimmermann; [2019]
    Keywords : Financial Advisor; Initial Public Offering; Underpricing; Asymmetric Information;

    Abstract : The European Initial Public Offering (IPO) market has seen an important innovation within the last decade: the increasing participation of Independent Financial Advisors (IFA) in the IPO process. Using data from 373 Western European IPOs between January 2012 and February 2019, this paper applies a multivariate regression model to examine the potential impact of IFAs on IPO underpricing, a phenomenon that refers to the persistence of significant, positive initial returns for shares issued in an IPO. READ MORE

  4. 3. PREDICITING BULL AND BEAR IN THE SWEDISH STOCK MARKET

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Arash Saleh Tabari; [2016]
    Keywords : Dynamic; Binary; State; Conditional probability; Probit model; Business and Economics;

    Abstract : Very little if any previous research has been done on the potential predictability of bear and bull regimes in the Swedish stock market. In this study my aim is to predict OMXS30 bull and bear regimes with dynamic binary time series models. READ MORE

  5. 4. Identifying the Peruvian poverty profiles: A review of poverty dynamics from 1998 to 2010

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Mary Ysabel Tam Maldonado; [2012]
    Keywords : transient poverty; persistent poverty; Measurement and analysis of poverty; Social Sciences;

    Abstract : Using a relatively extensive panel data set on poverty –from 1998 to 2010– and information on household member characteristics –from 2007 to 2010–, both coming from a sub-sample of the Peruvian Household National Survey, a poverty dynamic analysis was carried out in this study. A spell approach was applied to calculate transient and persistent poverty and an ordered probit model was estimated to identify factors related to both transient and persistent poverty. READ MORE