Nonstationary Discrete Choice
Year of publication: |
2002-05
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Authors: | Hu, Ling ; Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Brownian motion | Brownian local time | Discrete choice model | Dual convergence rates | Extended arc sine laws | Integrated time series | Maximum likelihood estimation | Threshold parameters |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1103. Published in Journal of Econometrics (2004), 120(1): 103-138 The price is None Number 1364 37 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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Phillips, Peter C.B., (1999)
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Nonstationary Discrete Choice: A Corrigendum and Addendum
Phillips, Peter C.B., (2005)
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Nonstationary Discrete Choice: A Corrigendum and Addendum
Phillips, Peter C.B., (2005)
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Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach
Hu, Ling, (2002)
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On Confidence Intervals for Autoregressive Roots and Predictive Regression
Phillips, Peter C.B., (2012)
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