Dynamic time series binary choice
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Publication:5199495
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Cites work
- A Smoothed Maximum Score Estimator for the Binary Response Model
- An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Cube root asymptotics
- Dependent central limit theorems and invariance principles
- Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
- Introduction to the Mathematical and Satistical Foundations of Econometrics
- Maximum score estimation of a nonstationary binary choice model
- Maximum score estimation of the stochastic utility model of choice
- Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
- Nonstationary Binary Choice
- Nonstationary discrete choice
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Probit with Dependent Observations
- Robust methods and asymptotic theory in nonlinear econometrics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Stochastic Limit Theory
- Weighted sums of certain dependent random variables
Cited in
(31)- Structural changes in autoregressive models for binary time series
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Mixing properties of the dynamic Tobit model with mixing errors
- Iterations of dependent random maps and exogeneity in nonlinear dynamics
- On binary and categorical time series models with feedback
- scientific article; zbMATH DE number 3921780 (Why is no real title available?)
- Increasing the power of specification tests
- Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Similarity-based model for ordered categorical data
- A conditionally heteroskedastic binary choice model for macro-financial time series
- A smoothed least squares estimator for threshold regression models
- Probabilistic forecasting of wind power ramp events using autoregressive logit models
- Strong mixing properties of discrete-valued time series with exogenous covariates
- A Bernoulli autoregressive moving average model applied to rainfall occurrence
- Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules
- A consistent bootstrap procedure for the maximum score estimator
- Risk minimization for time series binary choice with variable selection
- Stationarity and ergodic properties for some observation-driven models in random environments
- A new approach to risk-return trade-off dynamics via decomposition
- Unfolded GARCH models
- Nonparametric estimation of dynamic discrete choice models for time series data
- Coupling and perturbation techniques for categorical time series
- On categorical time series models with covariates
- Binary quantile regression with local polynomial smoothing
- The role of score and information bias in panel data likelihoods
- Maximum likelihood estimates for positive valued dynamic score models; the DySco package
- A note on binary choice duration models
- A weak law for moments of pairwise stable networks
- Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
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