Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules

DOI10.2202/1558-3708.1507zbMATH Open1193.91104OpenAlexW2143809963MaRDI QIDQ3574705FDOQ3574705

Authors: Deepankar Basu, Robert de Jong 

Publication date: 2 July 2010

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1507

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cited In (3)

• The observed choice problem in estimating the cost of policies
• A model for ordinal responses with heterogeneous status quo outcomes
• New goodness-of-fit diagnostics for conditional discrete response models

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