Discrete choice modeling with nonstationary panels applied to exchange rate regime choice

DOI10.1016/j.jeconom.2008.12.009zbMath1429.62674OpenAlexW2044543737MaRDI QIDQ302205

Sainan Jin

Publication date: 4 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1950

zbMATH Keywords

fixed effectsBrownian local timediscrete choice modelexchange rate regimefear of floatingjoint limits

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Discrete choice modeling with nonstationary panels applied to exchange rate regime choice ⋮ Significance test in nonstationary multinomial logit model ⋮ Significance test in nonstationary logit panel model with serially correlated dependent variable

Cites Work

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• The Effect of Fixed Exchange Rates on Monetary Policy
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• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• Linear Regression Limit Theory for Nonstationary Panel Data
• Nonstationary Binary Choice
• Fear of Floating
• Orthogonal Parameters and Panel Data

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