Testing for joint significance in nonstationary ordered choice model

DOI10.1016/j.econlet.2015.02.020zbMath1321.62150OpenAlexW3124032336MaRDI QIDQ500513

Yong-Cai Geng, Sumit K. Garg

Publication date: 5 October 2015

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.02.020

zbMATH Keywords

nonstationarityordered choice modelsignificance test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)

Related Items (1)

Testing for joint significance in nonstationary ordered choice model

Cites Work

• Nonstationary discrete choice: a corrigendum and addendum
• Testing for joint significance in nonstationary ordered choice model
• Nonstationary discrete choice
• Nonstationary Binary Choice

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