Forecasting of recessions via dynamic probit for time series : replication and extension of Kauppi and Saikkonen (2008)
Byeong U. Park, Léopold Simar, Valentin Zelenyuk
| Year of publication: |
2020
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|---|---|
| Authors: | Park, Byeong U. ; Simar, Léopold ; Zelenyuk, Valentin |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 1, p. 379-392
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| Subject: | Forecasting of recessions | Nonparametric quasi-likelihood | Local-likelihood | Dynamic discrete choice | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Nichtparametrisches Verfahren | Nonparametric statistics | Diskrete Entscheidung | Discrete choice | Probit-Modell | Probit model | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-019-01708-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012219002