Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Kerem Tuzcuoglu
| Year of publication: |
2023
|
|---|---|
| Authors: | Tuzcuoglu, Kerem |
| Subject: | Autocorrelated discrete variables | Credit rating transition | Dynamic binary choice | Identification | Nonlinear dynamic panel data | Persistence of ratings | Panel | Panel study | Probit-Modell | Probit model | Kreditwürdigkeit | Credit rating | Schätztheorie | Estimation theory | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2044829 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448376