Recommendations
Cited in
(47)- A note on binary choice duration models
- A note on the nonstationary binary choice logit model
- Nonparametric estimation of dynamic discrete choice models for time series data
- Significance test in nonstationary multinomial logit model
- Convexity of probit weights
- Significance test in nonstationary logit panel model with serially correlated dependent variable
- Trending time series and macroeconomic activity: Some present and future challenges
- Index models with integrated time series
- Exponential functionals of integrated processes
- Nonlinear regression for unit root models with autoregressive errors
- Nonparametric inference for quantile cointegrations with stationary covariates
- On transformed linear cointegration models
- Estimation for double-nonlinear cointegration
- Nonparametric predictive regression
- Nonstationary discrete choice
- Testing for joint significance in nonstationary binary choice model
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective
- Nonstationary discrete choice: a corrigendum and addendum
- Weak convergence to stochastic integrals for econometric applications
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
- Endogeneity in nonlinear regressions with integrated time series
- Functional form misspecification in regressions with a unit root
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model
- Local limit theory and spurious nonparametric regression
- Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
- Finite sample properties of nonstationary binary response models: A monte carlo analysis
- Testing for joint significance in nonstationary ordered choice model
- Nonlinear cointegrating power function regression with endogeneity
- Nonlinearity induced weak instrumentation
- Dynamic time series binary choice
- Dynamic misspecification in nonparametric cointegrating regression
- A note on nonlinear models with integrated regressors and convergence order results
- Nonstationary nonlinear quantile regression
- Estimation in a semiparametric panel data model with nonstationarity
- Estimation for single-index and partially linear single-index integrated models
- Strong mixing properties of discrete-valued time series with exogenous covariates
- A generalization of the spatial binary model to the longitudinal spatial setup
- OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
- Stationarity and ergodic properties for some observation-driven models in random environments
- Semi-parametric single-index predictive regression models with cointegrated regressors
- Time-varying parameter regressions with stationary persistent data
- Interactive effects panel data models with general factors and regressors
- A general limit theory for nonlinear functionals of nonstationary time series
- The Bierens test for certain nonstationary models
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- Maximum score estimation of a nonstationary binary choice model
This page was built for publication: Nonstationary Binary Choice
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4530986)
