Estimation and test in probit models with serial correlation
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Bibliographic InfoPaper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 8220.
Length: 58 pages
Date of creation: 1982
Date of revision:
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- 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.
- Stefan Hochguertel & Henry Ohlsson, 2011. "Wealth mobility and dynamics over entire individual working life cycles," BCL working papers, Central Bank of Luxembourg 56, Central Bank of Luxembourg.
- Andrew Berg & Rebecca N. Coke, 2004. "Autocorrelation-Corrected Standard Errors in Panel Probits," IMF Working Papers, International Monetary Fund 04/39, International Monetary Fund.
- 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.
- 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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