Finite sample properties of nonstationary binary response models: A monte carlo analysis

DOI10.1080/00949650215864MaRDI QIDQ4706132zbMATH OpenOpenAlexFDO

Authors Mary Riddel

Publication date 9 September 2003

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650215864

zbMATH Keywords

binary choicenonstationary processesprobit models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 854558 (Why is no real title available?)
• Spurious regressions in econometrics
• Understanding spurious regressions in econometrics

Cited in

(3)

• Significance test in nonstationary multinomial logit model
• Significance test in nonstationary logit panel model with serially correlated dependent variable
• The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence

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