Nonstationary discrete choice
DOI10.1016/S0304-4076(03)00208-2zbMath1282.91268OpenAlexW3123447318MaRDI QIDQ2439053
Publication date: 7 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00208-2
maximum likelihood estimationBrownian motionBrownian local timedual convergence ratesintegrated time seriesthreshold parametersdiscrete choice modelextended arc sine laws
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Local time and additive functionals (60J55)
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