Testing an autoregressive structure in binary time series models
Year of publication: |
2010
|
---|---|
Authors: | Nyberg, Henri |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 30.2010, 2, p. 1460-1473
|
Publisher: |
AccessEcon |
Subject: | LM test | Binary response | Dynamic probit model | Parametric bootstrap | Recession forecasting |
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