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Estimation and test in probit models with serial correlation

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Author Info

  • Gourieroux Christian
  • Monfort Alain
  • Trognon A

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Bibliographic Info

Paper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 8220.

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Length: 58 pages
Date of creation: 1982
Date of revision:
Handle: RePEc:cpm:cepmap:8220

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Cited by:
  1. Hochguertel, Stefan & Ohlsson, Henry, 2011. "Wealth mobility and dynamics over entire individual working life cycles," Working Paper Series, European Central Bank 1301, European Central Bank.
  2. Andrew Berg & Rebecca N. Coke, 2004. "Autocorrelation-Corrected Standard Errors in Panel Probits," IMF Working Papers, International Monetary Fund 04/39, International Monetary Fund.
  3. Arturo Estrella & Anthony P. Rodrigues, 1998. "Consistent covariance matrix estimation in probit models with autocorrelated errors," Staff Reports, Federal Reserve Bank of New York 39, Federal Reserve Bank of New York.
  4. Jonathan H. Wright, 2006. "The yield curve and predicting recessions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2006-07, Board of Governors of the Federal Reserve System (U.S.).

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