A conditionally heteroskedastic binary choice model for macro-financial time series (Q5222456)
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scientific article; zbMATH DE number 7184716
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| English | A conditionally heteroskedastic binary choice model for macro-financial time series |
scientific article; zbMATH DE number 7184716 |
Statements
A conditionally heteroskedastic binary choice model for macro-financial time series (English)
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1 April 2020
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binary choice models
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heteroskedasticity
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heteroskedastic-probit
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probit-GARCH
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ARCH LM test
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0.7636941075325012
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0.7281902432441711
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0.724956750869751
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0.7241936326026917
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0.7201204895973206
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