Significance test in nonstationary multinomial logit model

DOI10.1016/J.ECONLET.2016.03.022MaRDI QIDQ1668254zbMATH OpenOpenAlexFDO

Authors Nan Liu, Chia-Shang James Chu, Lina Zhang

Publication date 3 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2016.03.022

zbMATH Keywords

significance testdiscrete autoregressionnonstationary multinomial logit

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• Significance test in nonstationary logit panel model with serially correlated dependent variable
• Testing for joint significance in nonstationary binary choice model
• A note on the nonstationary binary choice logit model
• Testing for joint significance in nonstationary ordered choice model
• Multinomial Logit Specification Tests

Cites work

• scientific article; zbMATH DE number 3583162 (Why is no real title available?)
• A note on the nonstationary binary choice logit model
• Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
• Finite sample properties of nonstationary binary response models: A monte carlo analysis
• Nonstationary Binary Choice
• Nonstationary discrete choice

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
• Testing for joint significance in nonstationary binary choice model
• A note on the nonstationary binary choice logit model
• Testing for joint significance in nonstationary ordered choice model

This page was built for publication: Significance test in nonstationary multinomial logit model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1668254)