Showing 1 - 2 of 2
This paper considers dynamic time series binary choice models. It proves near epoch dependence and strong mixing for the dynamic binary choice model with correlated errors. Using this result, it shows in a time series setting the validity of the dynamic probit likelihood procedure when lags of...
Persistent link: https://www.econbiz.de/10010293501
Persistent link: https://www.econbiz.de/10009177574