DYNAMIC TIME SERIES BINARY CHOICE

DOI10.1017/S0266466610000472zbMath1219.62135MaRDI QIDQ5199495

Robert M. de Jong, Tiemen Woutersen

Publication date: 16 August 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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Cites Work

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