Luca, Giovanni De; Carfora, Alfonso - In: Empirical Economics 46 (2014) 1, pp. 127-144
Recently De Luca and Carfora (Statistica e Applicazioni 8:123–134, <CitationRef CitationID="CR5">2010</CitationRef>) have proposed a novel model for binary time series, the Binomial Heterogenous Autoregressive (BHAR) model, successfully applied for the analysis of the quarterly binary time series of U.S. recessions. In this work we want...</citationref>