Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
DOI10.1080/07474938.2015.1060039zbMath1490.62228OpenAlexW2111831049WikidataQ115550932 ScholiaQ115550932MaRDI QIDQ5034239
Valentina Nigro, Francesco Bartolucci, Claudia Pigini
Publication date: 24 February 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1060039
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
Related Items (2)
Cites Work
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