Maximum score estimation of a nonstationary binary choice model
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 122 (2004)
Issue (Month): 2 (October)
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Web page: http://www.elsevier.com/locate/jeconom
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- Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July.
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"Nonstationary Binary Choice,"
Econometric Society, vol. 68(5), pages 1249-1280, September.
- Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
- Joon Y. Park & Peter C. B. Phillips, 1999. "Nonstationary Binary Choice," Working Paper Series no5, Institute of Economic Research, Seoul National University.
- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-31, May.
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- Joon Y. Park & Peter C. B. Phillips, 1999.
"Nonlinear Regressions with Integrated Time Series,"
Working Paper Series
no6, Institute of Economic Research, Seoul National University.
- Manski, Charles F., 1985. "Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator," Journal of Econometrics, Elsevier, vol. 27(3), pages 313-333, March.
- Marcin Owczarczuk, 2008.
"Maximum score type estimators,"
28, Department of Applied Econometrics, Warsaw School of Economics.
- Marcin Owczarczuk, 2009. "Maximum Score Type Estimators," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 1(1), pages 7-34, March.
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