A note on the nonstationary binary choice logit model

DOI10.1016/S0165-1765(02)00052-6MaRDI QIDQ1607279zbMATH OpenOpenAlexFDO

Authors Emmanuel Guerre, Hyungsik Roger Moon

Publication date 31 July 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(02)00052-6

zbMATH Keywords

Binary choice modelNonstationary covariates

Mathematics Subject Classification ID

Social choice (91B14)

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Cites work

• Nonstationary Binary Choice

Cited in

(12)

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• Finite sample properties of nonstationary binary response models: A monte carlo analysis
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• The non-Markovian nature of nested logit choice
• Significance test in nonstationary logit panel model with serially correlated dependent variable
• Significance test in nonstationary multinomial logit model
• Non-stationary regression with logistic transition
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• Nonstationary discrete choice
• Maximum score estimation of a nonstationary binary choice model
• A note on binary choice duration models
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