Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects

DOI10.1080/07350015.2022.2044829OpenAlexW4214664319MaRDI QIDQ6149871FDOQ6149871

Authors:

Publication date: 5 March 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07350015.2022.2044829

zbMATH Keywords

identificationautocorrelated discrete variablescredit rating transitiondynamic binary choicenonlinear dynamic panel datapersistence of ratings

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited In (1)

• Changepoint detection in autocorrelated ordinal categorical time series

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