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• Christian S. Gourieroux
• Alain Trognon
• Alain Monfort

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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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1. Arturo Estrella & Anthony P. Rodrigues, 1998. "Consistent covariance matrix estimation in probit models with autocorrelated errors," Staff Reports 39, Federal Reserve Bank of New York. [Downloadable!]
2. Jonathan H. Wright, 2006. "The yield curve and predicting recessions," Finance and Economics Discussion Series 2006-07, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
3. Rebecca N. Coke & Andrew Berg, 2004. "Autocorrelation-Corrected Standard Errors in Panel Probits: An Application to Currency Crisis Prediction," IMF Working Papers 04/39, International Monetary Fund. [Downloadable!]

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This page was last updated on 2009-12-5.