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Dynamic probit models and financial variables in recession forecasting

โœ Scribed by Henri Nyberg


Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
431 KB
Volume
29
Category
Article
ISSN
0277-6693

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๐Ÿ“œ SIMILAR VOLUMES


Serially correlated variables in dynamic
โœ Todd R. Stinebrickner ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 312 KB

## Abstract This paper discusses the problems that are encountered when dynamic, discrete choice models are specified with continuous, serially correlated state variables. A variety of approximation methods that can deal with these problems is examined, and an empirical example that allows continuo