The following pages link to DYNAMIC TIME SERIES BINARY CHOICE (Q5199495):
Displaying 25 items.
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Structural changes in autoregressive models for binary time series (Q394778) (← links)
- On binary and categorical time series models with feedback (Q406539) (← links)
- Binary quantile regression with local polynomial smoothing (Q496136) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Nonparametric estimation of dynamic discrete choice models for time series data (Q1658465) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Probabilistic forecasting of wind power ramp events using autoregressive logit models (Q1751874) (← links)
- Mixing properties of the dynamic Tobit model with mixing errors (Q1787245) (← links)
- A weak law for moments of pairwise stable networks (Q2000830) (← links)
- Increasing the power of specification tests (Q2000857) (← links)
- Coupling and perturbation techniques for categorical time series (Q2203638) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
- A Bernoulli autoregressive moving average model applied to rainfall occurrence (Q5087548) (← links)
- A conditionally heteroskedastic binary choice model for macro-financial time series (Q5222456) (← links)
- IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES (Q5349005) (← links)
- Similarity-based model for ordered categorical data (Q5860912) (← links)
- Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
- The role of score and information bias in panel data likelihoods (Q6108297) (← links)
- Stationarity and ergodic properties for some observation-driven models in random environments (Q6180367) (← links)
