Significance test in nonstationary logit panel model with serially correlated dependent variable

DOI10.1016/j.econlet.2017.07.003zbMath1401.62146OpenAlexW2735901419MaRDI QIDQ1782381

Nan Liu, Li-Na Zhang, Chia-Shang James Chu

Publication date: 20 September 2018

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.07.003

zbMATH Keywords

serial correlationsignificance testnonstationary panel logit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Cites Work

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• Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
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• A note on the nonstationary binary choice logit model
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• Nonstationary discrete choice
• Linear Regression Limit Theory for Nonstationary Panel Data
• Nonstationary Binary Choice
• Finite sample properties of nonstationary binary response models: A monte carlo analysis

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