William H. Greene

New York University Stern School of Business

Professor

44 West 4th Street

Suite 9-160

New York, NY NY 10012

United States

http://people.stern.nyu.edu/wgreene

SCHOLARLY PAPERS

48

DOWNLOADS
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SSRN RANKINGS

Top 1,098

in Total Papers Downloads

24,144

SSRN CITATIONS
Rank 1,986

SSRN RANKINGS

Top 1,986

in Total Papers Citations

49

CROSSREF CITATIONS

469

Scholarly Papers (48)

1.

Accounting for Excess Zeros and Sample Selection in Poisson and Negative Binomial Regression Models

NYU Working Paper No. EC-94-10
Number of pages: 37 Posted: 03 Nov 2008
William H. Greene
New York University Stern School of Business
Downloads 5,064 (1,467)

Abstract:

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2.

Marginal Effects in the Bivariate Probit Model

NYU Working Paper No. EC-96-11
Number of pages: 10 Posted: 03 Nov 2008
William H. Greene
New York University Stern School of Business
Downloads 3,223 (3,245)

Abstract:

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Marginal effects, Bivariate probit

3.
Downloads 1,631 ( 10,264)
Citation 10

Discrete Choice Modeling

Palgrave Handbook of Econometrics, Vol. 2, 2008
Number of pages: 78 Posted: 14 May 2007
William H. Greene
New York University Stern School of Business
Downloads 970 (22,431)
Citation 1

Abstract:

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Discrete Choice Modeling

NYU Working Paper No. 2451/26036
Number of pages: 78 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 661 (38,296)
Citation 2

Abstract:

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4.

"A Statistical Model for Credit Scoring,"

NYU Working Paper No. EC-92-29
Number of pages: 39 Posted: 03 Nov 2008
William H. Greene
New York University Stern School of Business
Downloads 1,577 (10,873)

Abstract:

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5.
Downloads 1,421 ( 12,779)
Citation 11

Fixed and Random Effects Models for Count Data

Leonard N. Stern School of Business Paper No. ISSN 1547-3651
Number of pages: 14 Posted: 03 Jun 2007
William H. Greene
New York University Stern School of Business
Downloads 770 (31,146)
Citation 16

Abstract:

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Poisson regression, Negative binomial, Panel data, Heterogeneity, Lognormal, Fixed effects, Random effects

Fixed and Random Effects Models for Count Data

NYU Working Paper No. 2451/26046
Number of pages: 14 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 651 (39,059)

Abstract:

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Poisson regression, Negative binomial, Panel data, Heterogeneity;, Lognormal;, Fixed effects, Random effects

6.

Modeling Ordered Choices: A Primer and Recent Developments

Number of pages: 181 Posted: 10 Aug 2008
William H. Greene and David A. Hensher
New York University Stern School of Business and University of Sydney Business School
Downloads 1,242 (15,770)
Citation 16

Abstract:

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7.

Fixed and Random Effects in Nonlinear Models

NYU Working Paper No. EC-01-01
Number of pages: 48 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 1,064 (19,915)

Abstract:

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Panel data, random effects, fixed effects, latent class, random parameters

8.

A Statistical Model for Credit Scoring

NYU Working Paper No. EC-92-29
Number of pages: 39 Posted: 20 Jun 2011
William H. Greene
New York University Stern School of Business
Downloads 1,057 (20,067)

Abstract:

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9.

Censored Data and Truncated Distributions

Number of pages: 37 Posted: 26 Oct 2005
William H. Greene
New York University Stern School of Business
Downloads 835 (28,269)
Citation 9

Abstract:

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Censoring, Truncation, Maximum likelihood, Attenuation, Regression, Bias, Sample selection, Panel data, Semiparametric

10.

The Behavior of the Fixed Effects Estimator in Nonlinear Models,

NYU Working Paper No. EC-02-05
Number of pages: 23 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 718 (34,924)

Abstract:

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Panel data, fixed effects, computation, Monte Carlo

11.

Using the Nobel Laureates in Economics to Teach Quantitative Methods

Number of pages: 32 Posted: 11 Oct 2004
William E. Becker and William H. Greene
Indiana University Bloomington - Department of Economics and New York University Stern School of Business
Downloads 589 (45,389)
Citation 1

Abstract:

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Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models

NYU Working Paper No. 2451/26121
Number of pages: 19 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 350 (85,258)

Abstract:

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Panel data, random effects, random parameters, maximum simulated likelihood, conditional mean, conditional variance, marginal effects, confidence interval

Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models

NYU Working Paper No. EC-03-19
Number of pages: 11 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 190 (160,348)

Abstract:

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Panel data, random effects, random parameters, maximum simulated likelihood, posterior mean, posterior variance, marginal effects, confidence interval

A Stochastic Frontier Model with Correction for Sample Selection

Number of pages: 17 Posted: 17 Apr 2008
William H. Greene
New York University Stern School of Business
Downloads 265 (115,381)
Citation 2

Abstract:

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Stochastic Frontier, sample Selection, Simulation, Efficiency

A Stochastic Frontier Model with Correction for Sample Selection

NYU Working Paper No. 2451/26017
Number of pages: 17 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 225 (136,362)

Abstract:

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Stochastic Frontier, sample Selection, Simulation, Efficiency

14.

Sample Selection in the Poisson Regression Model

NYU Working Paper No. 2451/26256
Number of pages: 12 Posted: 03 Nov 2008
William H. Greene
New York University Stern School of Business
Downloads 329 (91,796)

Abstract:

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15.

A Bivariate Latent Class Correlated Generalized Ordered Probit Model with an Application to Modeling Observed Obesity Levels

NYU Working Paper No. 2451/26027
Number of pages: 38 Posted: 13 Oct 2008
New York University Stern School of Business, affiliation not provided to SSRN, affiliation not provided to SSRN and Monash University - Department of Economics
Downloads 308 (98,726)

Abstract:

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16.

"Censored Data and Truncated Distributions"

NYU Working Paper No. 2451/26101
Number of pages: 37 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 290 (105,417)
Citation 1

Abstract:

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Censoring, Truncation, Maximum likelihood, Attenuation, Regression, Bias, Sample selection, Panel data, Semiparametric

17.

Fixed and Random Effects in Stochastic Frontier Models

NYU Working Paper No. EC-02-16
Number of pages: 45 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 287 (106,603)
Citation 1

Abstract:

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Panel data, fixed effects, random effects, random parameters, computation, Monte Carlo, maximum simulated likelihood, technical efficiency, stochastic frontier

18.

The Importance of Check-Cashing Businesses to the Unbanked: Racial/Ethnic Differences

FRB of Chicago Working Paper No. wp2003-10
Number of pages: 37 Posted: 04 Jan 2004
Federal Deposit Insurance Corporation, New York University Stern School of Business and Federal Reserve Bank of Chicago
Downloads 279 (109,823)
Citation 10

Abstract:

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unbanked, check-cashing business, currency exchanges, bivariate probit model

19.

Multinationals Do It Better: Evidence on the Efficiency of Corporations Capital Budgeting

NYU Working Paper No. 2451/26066
Number of pages: 51 Posted: 13 Oct 2008
New York University Stern School of Business, Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Leonard N. Stern School of Business, Department of Economics and National University of Singapore - Business School
Downloads 276 (111,142)

Abstract:

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20.

Distinguishing between Heterogeneity and Inefficiency: Stochastic Frontier Analysis of the World Health Organization S Panel Data on National Health Care Systems

NYU Working Paper No. EC-03-10
Number of pages: 50 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 272 (112,809)
Citation 2

Abstract:

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Panel data, fixed effects, random effects, random parameters, technical efficiency, stochastic frontier, heterogeneity, health care

Functional Form and Heterogeneity in Models for Count Data

Leonard N. Stern Economics Working Papers
Number of pages: 63 Posted: 17 May 2007
William H. Greene
New York University Stern School of Business
Downloads 184 (165,109)
Citation 13

Abstract:

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Poisson regression, Negative binomial, Panel data, Heterogeneity, Lognormal, Bivariate Poisson, Zero inflation, Two part model, Hurdle model

Functional Form and Heterogeneity in Models for Count Data

NYU Working Paper No. 2451/26039
Number of pages: 63 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 87 (294,649)
Citation 1

Abstract:

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Poisson regression, Negative binomial, Panel data, Heterogeneity, Lognormal, Bivariate Poisson, Zero inflation, Two part model, Hurdle model

22.

U.S. Navy Promotion and Retention by Race and Sex

Number of pages: 43 Posted: 06 Feb 2010 Last Revised: 07 Jul 2010
Amos Golan, William H. Greene and Jeffrey M. Perloff
American University - Department of Economics, New York University Stern School of Business and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 200 (152,966)

Abstract:

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promotion, retention, labor, sex, race

23.

Correlation in the Bivariate Poisson Regression Model

Leonard N. Stern School of Business Paper No. ISSN 1547-3651
Number of pages: 18 Posted: 03 Jun 2007
William H. Greene
New York University Stern School of Business
Downloads 183 (165,963)
Citation 1

Abstract:

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Poisson regression, Heterogeneity, Lognormal, Bivariate Poisson, Simulation

24.

The Role of Data & Program Code Archives in the Future of Economic Research

FRB of St. Louis Working Paper No. 2005-014B
Number of pages: 21 Posted: 01 Aug 2005
Federal Reserve Bank of St. Louis - Research Division, New York University Stern School of Business, Drexel University - Department of Decision Sciences and Fordham University - Department of Economics
Downloads 176 (171,828)
Citation 3

Abstract:

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Data archives, replication, epistemology

25.

Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach

CER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 14/197
Number of pages: 24 Posted: 24 May 2014
Massimo Filippini and William H. Greene
ETH Zürich and New York University Stern School of Business
Downloads 170 (177,180)
Citation 8

Abstract:

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productive efficiency, stochastic frontier analysis, panel data, transient and persistent efficiency

26.

Correlation in Bivariate Poisson Regression Model

NYU Working Paper No. 2451/26045
Number of pages: 18 Posted: 13 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 169 (178,107)

Abstract:

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Poisson regression., Heterogeneity, Lognormal, Bivariate Poisson, Simulation

27.

Revealing Additional Dimensions of Preference Heterogeneity in a Latent Class Mixed Multinomial Logit Model

Number of pages: 11 Posted: 10 May 2011
William H. Greene and David A. Hensher
New York University Stern School of Business and University of Sydney Business School
Downloads 148 (199,153)
Citation 2

Abstract:

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latent class mixed multinomial logit, random parameters, preference

28.

Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity

NYU Working Paper No. 2451/33571
Number of pages: 19 Posted: 20 Mar 2014
Felix Chan, Mark N. Harris, William H. Greene and László Kónya
Curtin University - Centre for Research in Applied Economics, Curtin University, New York University Stern School of Business and La Trobe University
Downloads 145 (202,511)

Abstract:

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gravity models; unobserved heterogeneity;, Generalised Method of Moments

29.

Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function

NYU Working Paper No. EC-00-05
Number of pages: 18 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 114 (243,807)

Abstract:

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30.

Convenient Estimators for the Panel Probit Model: Further Results

NYU Working Paper No. EC-02-06
Number of pages: 26 Posted: 31 Oct 2008
William H. Greene
New York University Stern School of Business
Downloads 112 (246,841)
Citation 1

Abstract:

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Panel probit model, Multivariate probit, GMM, Simulated likelihood, Latent class, Marginal effects

31.

Does Teaching Load Affect Faculty Size?

IZA Discussion Paper No. 3996
Number of pages: 17 Posted: 02 Mar 2009
William E. Becker, William H. Greene and John J. Siegfried
Indiana University Bloomington - Department of Economics, New York University Stern School of Business and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 101 (265,284)

Abstract:

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student body, faculty size, Ph.D. degrees, bachelor degrees

32.

Inflated Responses in Measures of Self-Assessed Health

NYU Working Paper No. 2451/33696
Number of pages: 38 Posted: 30 May 2014
William H. Greene, Mark N. Harris and Bruce Hollingsworth
New York University Stern School of Business, Curtin University and Lancaster University
Downloads 99 (268,845)

Abstract:

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Self-assessed health, inflated outcomes, mis-reporting,, ordered probit, panel data

Heterogeneity in Ordered Choice Models: A Review with Applications to Self-Assessed Health

Number of pages: 44 Posted: 24 May 2013
New York University Stern School of Business, Curtin University, Lancaster University and Monash University
Downloads 55 (380,715)

Abstract:

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Ordered Choice Modelling, HOPIT model, Incorporating Heterogeneity, Maximum Likelihood, Self-Assessed Health

Heterogeneity in Ordered Choice Models: A Review with Applications to Self-Assessed Health

CRAE Research Paper No. 05052012
Number of pages: 44 Posted: 13 Jan 2014
New York University Stern School of Business, Curtin University, Lancaster University and Monash University
Downloads 38 (445,459)
Citation 1

Abstract:

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Ordered Choice Modelling, HOPIT model, Incorporating Heterogeneity, Maximum Likelihood, Self-Assessed Health

Heterogeneity in Ordered Choice Models: A Review with Applications to Self‐Assessed Health

Journal of Economic Surveys, Vol. 28, Issue 1, pp. 109-133, 2014
Number of pages: 25 Posted: 10 Dec 2013
New York University Stern School of Business, Curtin University, Lancaster University and Monash University
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HOPIT model, Incorporating heterogeneity, Maximum likelihood, Ordered choice modelling, Self‐assessed health

34.

Persistent and Transient Cost Efficiency – An Application to the Swiss Hydropower Sector

CER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 16/251
Number of pages: 40 Posted: 13 Jun 2016 Last Revised: 17 Nov 2016
Massimo Filippini, Thomas Geissmann and William H. Greene
ETH Zürich, Massachusetts Institute of Technology and New York University Stern School of Business
Downloads 91 (283,968)
Citation 2

Abstract:

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Efficiency measurement, stochastic frontier analysis, persistent and transient cost efficiency, hydropower

35.

Do Undergraduate Majors or Ph.D. Students Affect Faculty Size?

CESifo Working Paper Series No. 3065
Number of pages: 21 Posted: 08 Jun 2010
William E. Becker, William H. Greene and John J. Siegfried
Indiana University Bloomington - Department of Economics, New York University Stern School of Business and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 84 (298,518)

Abstract:

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faculty size, student body, Ph.D. degrees, bachelor degrees

36.

Lm Tests for Random Effects

NYU Working Paper No. 2451/31603
Number of pages: 9 Posted: 12 Sep 2012
William H. Greene and Colin McKenzie
New York University Stern School of Business and Keio University - Faculty of Economics
Downloads 71 (329,257)

Abstract:

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LM test, score test, random effects, stochastic frontier

37.

Multinationals Do it Better: Evidence on the Efficiency of Corporations' Capital Budgeting

Journal of Empirical Finance, Vol. 16, No. 5, 2009
Number of pages: 53 Posted: 19 Aug 2014
William H. Greene, Abigail S. Hornstein and Lawrence J. White
New York University Stern School of Business, Wesleyan University and New York University (NYU) - Leonard N. Stern School of Business, Department of Economics
Downloads 67 (339,688)

Abstract:

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capital budgeting; marginal q; multinational enterprises

38.

A New Formulation for Latent Class Models

IZA Discussion Paper No. 8283
Number of pages: 33 Posted: 05 Jul 2014
Sarah Brown, William H. Greene and Mark N. Harris
University of Sheffield - Department of Economics, New York University Stern School of Business and Curtin University
Downloads 67 (339,688)

Abstract:

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latent class models, finite mixture models, ordered probability models, expected values, body mass index

39.

Modelling Charitable Donations: A Latent Class Panel Inverse Hyperbolic Sine Heteroskedastic Tobit Approach

Number of pages: 33 Posted: 24 May 2013
Sarah Brown, William H. Greene, Mark N. Harris and Karl Taylor
University of Sheffield, New York University Stern School of Business, Curtin University and University of Sheffield - Department of Economics
Downloads 64 (347,879)

Abstract:

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Charity, Donations, Latent Class, Panel Data, Tobit

40.

When Measure Matters: Coresidency, Truncation Bias, and Intergenerational Mobility in Developing Countries

World Bank Policy Research Working Paper No. 7608
Number of pages: 43 Posted: 20 Apr 2016
M. Shahe Emran, William H. Greene and Forhad Shilpi
George Washington University - Department of Economics, New York University Stern School of Business and World Bank - Development Research Group (DECRG)
Downloads 56 (371,778)

Abstract:

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Poverty Impact Evaluation, Educational Sciences, Poverty Assessment, Poverty Diagnostics, Poverty Monitoring & Analysis, Poverty Lines, Small Area Estimation Poverty Mapping

41.

A Note on the Different Interpretation of the Correlation Parameters in the Bivariate Probit and the Recursive Bivariate Probit

Number of pages: 11 Posted: 20 Sep 2017
ETH Zürich, New York University Stern School of Business, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ETH Zürich - Centre for Energy Policy and Economics (CEPE)
Downloads 47 (401,552)
Citation 26

Abstract:

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Bivariate Probit; Recursive Bivariate Probit; Tetrachoric Correlation; Monte Carlo Simulation

42.

When Measure Matters: Coresident Sample Selection Bias in Estimating Intergenerational Mobility in Developing Countries

Number of pages: 52 Posted: 04 Aug 2015
M. Shahe Emran, William H. Greene and Forhad Shilpi
George Washington University - Department of Economics, New York University Stern School of Business and World Bank - Development Research Group (DECRG)
Downloads 38 (435,838)

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Coresidency, Sample Selection Bias, Intergenerational Mobility, Intergenerational Regression Coefficient (IGRC), Intergenerational Correlation (IGC), Bangladesh, India

43.

Reporting Heterogeneity Effects in Modelling Self Reports of Health

Number of pages: 35 Posted: 23 Dec 2016
New York University Stern School of Business, Curtin University, Lancaster University, Monash University - Centre for Health Economics and University of York - Derwent College
Downloads 37 (439,897)

Abstract:

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44.

Application of Panel Data Models in Benchmarking Analysis of the Electricity Distribution Sector

Annals of Public and Cooperative Economics, Vol. 77, No. 3, pp. 271-290, September 2006
Number of pages: 20 Posted: 31 Aug 2006
Mehdi Farsi, Massimo Filippini and William H. Greene
University of Neuchatel - Institute for Research in Economics (IRENE), ETH Zürich and New York University Stern School of Business
Downloads 20 (526,029)
Citation 1
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45.

The Behaviour of the Maximum Likelihood Estimator of Limited Dependent Variable Models in the Presence of Fixed Effects

Econometrics Journal, Vol. 7, No. 1, pp. 98-119, June 2004
Number of pages: 22 Posted: 09 Jul 2004
William H. Greene
New York University Stern School of Business
Downloads 15 (555,519)
Citation 15
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Panel data, fixed effects, computation, Monte Carlo, tobit, truncated regression, bias, finite sample

46.

An Error Component Logit Analysis of Corporate Bankruptcy and Insolvency Risk in Australia

Economic Record, Vol. 83, No. 260, pp. 86-103, March 2007
Number of pages: 18 Posted: 08 Feb 2007
David A. Hensher, Stewart Jones and William H. Greene
University of Sydney Business School, University of Sydney – School of Business and New York University Stern School of Business
Downloads 14 (561,755)
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47.

Usage of an Estimated Coefficient as a Dependent Variable

Economics Letters, Vol. 116, No. 3, 2012
Posted: 20 Aug 2014
Abigail S. Hornstein and William H. Greene
Wesleyan University and New York University Stern School of Business

Abstract:

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Two-step estimation, Heteroskedasticity, Random parameters, GLS, OLS

48.

Testing Hypotheses About Interaction Terms in Nonlinear Models

Posted: 15 Jul 2009
William H. Greene
New York University Stern School of Business

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Interaction effect, Interaction term, Partial effect, Probit, Logit, Nonlinear Models