Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules
From MaRDI portal
Publication:3574705
DOI10.2202/1558-3708.1507zbMath1193.91104OpenAlexW2143809963MaRDI QIDQ3574705
Robert M. de Jong, Deepankar Basu
Publication date: 2 July 2010
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1507
Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
Related Items (2)
New goodness-of-fit diagnostics for conditional discrete response models ⋮ A model for ordinal responses with heterogeneous status quo outcomes
This page was built for publication: Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules