Geweke, John, Keane, Michael P., Federal Reserve Bank of Minneapolis. Research Department This paper generalizes the normal probit model of dichotomous choice by introducing mixtures of normals ...

The LOGISTIC, GENMOD, PROBIT, and CATMOD procedures can all be used for statistical modeling of categorical ... The GENMOD procedure is also a general statistical modeling tool which fits generalized ...

The paper formally defines a turning point; develops a probit model for estimating the probability of a turning point; and then examines both the in-sample and out-of-sample forecasting performance of ...

20 report. “Our model incorporates macro, fundamental and valuation data as independent variables,” he said. “We run the probit model for each sector separately and only include variables ...

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