Nonstationary Binary Choice

DOI10.1111/1468-0262.00157zbMath1056.62530OpenAlexW2125865720MaRDI QIDQ4530986

Joon Y. Park, Peter C. B. Phillips

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d12/d1223.pdf

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)

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