Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (Q3295733)

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Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
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    Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (English)
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    10 July 2020
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    nonlinear VAR
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    multivariate dynamic probit models
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    exact maximum likelihood
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    impulse-response function
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    financial crises
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