Testing for joint significance in nonstationary ordered choice model

DOI10.1016/J.ECONLET.2015.02.020zbMATH Open1321.62150OpenAlexW3124032336MaRDI QIDQ500513FDOQ500513

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 5 October 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.02.020

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zbMATH Keywords

nonstationarityordered choice modelsignificance test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Nonstationary discrete choice
• Nonstationary discrete choice: a corrigendum and addendum
• Nonstationary Binary Choice
• Testing for joint significance in nonstationary ordered choice model

Cited In (5)

• Significance test in nonstationary logit panel model with serially correlated dependent variable
• Testing for significance in binary choice model with stochastic trend process
• Significance test in nonstationary multinomial logit model
• Testing for joint significance in nonstationary binary choice model
• Testing for joint significance in nonstationary ordered choice model

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