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

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• Testing for joint significance in nonstationary binary choice model
• Nonstationary discrete choice: a corrigendum and addendum
• A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
• Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates
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• Finite sample properties of nonstationary binary response models: A monte carlo analysis
• Non-stationary regression with logistic transition
• The non-Markovian nature of nested logit choice
• Maximum score estimation of a nonstationary binary choice model

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