Nonstationary Binary Choice
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Publication:4530986
DOI10.1111/1468-0262.00157zbMATH Open1056.62530OpenAlexW2125865720MaRDI QIDQ4530986FDOQ4530986
Joon Y. Park, Peter C. B. Phillips
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d12/d1223.pdf
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Cited In (43)
- Estimation for single-index and partially linear single-index integrated models
- The Bierens test for certain nonstationary models
- Convexity of probit weights
- A note on nonlinear models with integrated regressors and convergence order results
- OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
- Dynamic misspecification in nonparametric cointegrating regression
- Nonlinearity Induced Weak Instrumentation
- Finite sample properties of nonstationary binary response models: A monte carlo analysis
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY
- DYNAMIC TIME SERIES BINARY CHOICE
- On transformed linear cointegration models
- Strong mixing properties of discrete-valued time series with exogenous covariates
- Nonstationary discrete choice: a corrigendum and addendum
- Nonstationary nonlinear quantile regression
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
- Stationarity and ergodic properties for some observation-driven models in random environments
- Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model
- Nonparametric predictive regression
- Estimation of dynamic models with nonparametric simulated maximum likelihood
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
- Significance test in nonstationary logit panel model with serially correlated dependent variable
- Semi-parametric single-index predictive regression models with cointegrated regressors
- Endogeneity in Nonlinear Regressions with Integrated Time Series
- Nonparametric estimation of dynamic discrete choice models for time series data
- Trending time series and macroeconomic activity: Some present and future challenges
- Index models with integrated time series
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
- Significance test in nonstationary multinomial logit model
- Exponential functionals of integrated processes
- Nonlinear regression for unit root models with autoregressive errors
- Estimation in a semiparametric panel data model with nonstationarity
- Nonparametric inference for quantile cointegrations with stationary covariates
- Local limit theory and spurious nonparametric regression
- Testing for joint significance in nonstationary binary choice model
- Estimation for double-nonlinear cointegration
- A note on the nonstationary binary choice logit model
- Nonstationary discrete choice
- Testing for joint significance in nonstationary ordered choice model
- Maximum score estimation of a nonstationary binary choice model
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS
- A generalization of the spatial binary model to the longitudinal spatial setup
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
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