Nonstationary Binary Choice
Year of publication: |
1999-06
|
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Authors: | Phillips, Peter C.B. ; Park, Joon Y. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Binary choice model | Brownian motion | Brownian local time | dual convergence rates | Integrated time series | maximum likelihood estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1003. Published in Econometrica (September 2000), 68(5): 1249-1280 The price is None Number 1223 35 pages |
Classification: | C22 - Time-Series Models ; C25 - Discrete Regression and Qualitative Choice Models |
Source: |
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Park, Joon Y., (1999)
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Hu, Ling, (2002)
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