Discrete choice modeling with nonstationary panels applied to exchange rate regime choice

DOI10.1016/J.JECONOM.2008.12.009MaRDI QIDQ302205zbMATH OpenOpenAlexFDO

Authors Sainan Jin

Publication date 4 July 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://ink.library.smu.edu.sg/soe_research/1950

zbMATH Keywords

Brownian local timediscrete choice modelexchange rate regimefear of floatingfixed effectsjoint limits

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• Bias reduction for dynamic nonlinear panel models with fixed effects
• Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
• Econometric analysis of cross section and panel data.
• Fear of Floating
• scientific article; zbMATH DE number 3938400 (Why is no real title available?)
• scientific article; zbMATH DE number 635670 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Jackknife and analytical bias reduction for nonlinear panel models.
• Linear Regression Limit Theory for Nonstationary Panel Data
• Nonstationary Binary Choice
• Nonstationary discrete choice: a corrigendum and addendum
• Orthogonal Parameters and Panel Data
• The econometrics of panel data. Handbook of theory and applications.
• The Effect of Fixed Exchange Rates on Monetary Policy
• The incidental parameter problem since 1948
• The Modern History of Exchange Rate Arrangements: A Reinterpretation

Cited in

(6)

• Significance test in nonstationary multinomial logit model
• Significance test in nonstationary logit panel model with serially correlated dependent variable
• Nonstationary discrete choice
• Nonstationary discrete choice: a corrigendum and addendum
• Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
• Fear of floating and pegging: A simultaneous choice model of de jure and de facto exchange rate regimes in developing countries

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