Testing for joint significance in nonstationary ordered choice model

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

Sumit K. Garg, Yong-Cai Geng

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

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