Similarity-based model for ordered categorical data

DOI10.1080/07474938.2017.1308054zbMath1490.62440OpenAlexW2598256660MaRDI QIDQ5860912

Offer Lieberman, Gabi Gayer, Omer Yaffe

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2017.1308054

zbMATH Keywords

consistencyergodicitysimilaritymixingstationarityordered probit

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) General nonlinear regression (62J02)

Related Items

Spatial autoregressions with an extended parameter space and similarity-based weights, Inference in a similarity-based spatial autoregressive model

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