Dynamic probit models and financial variables in recession forecasting
From MaRDI portal
Publication:3065505
DOI10.1002/for.1161zbMath1204.91100WikidataQ107460717 ScholiaQ107460717MaRDI QIDQ3065505
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10138/16805
91B82: Statistical methods; economic indices and measures
Related Items
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model, A PARAMETER‐DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES, Revisiting the transitional dynamics of business cycle phases with mixed-frequency data, Forecasting binary outcomes in soccer, Maximizing the expected net present value in a project with uncertain cash flows, On categorical time series models with covariates, Uncertainty and forecasts of U.S. recessions
Cites Work