Robustness of binary choice models to conditional heteroscedasticity

DOI10.1016/j.econlet.2016.11.024zbMath1396.62273OpenAlexW2556218649WikidataQ56385190 ScholiaQ56385190MaRDI QIDQ1672770

Offer Lieberman, Tim Ginker

Publication date: 11 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.11.024

zbMATH Keywords

probitmisspecified modelsconditional heteroscedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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