Testing for significance in binary choice model with stochastic trend process

DOI10.3969/J.ISSN.1001-4268.2016.03.006MaRDI QIDQ3180027zbMATH OpenFDO

Authors

Publication date 6 January 2017

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2016.03.006

zbMATH Keywords

binary choice modelsignificance teststochastic trend process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Empirical tests of stochastic binary choice models
• Testing for joint significance in nonstationary binary choice model
• Testing for joint significance in nonstationary ordered choice model

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