Nonstationary Discrete Choice: A Corrigendum and Addendum

Nonstationary Discrete Choice: A Corrigendum and Addendum

We correct the limit theory presented in an earlier paper by Hu and Phillips [2004a. Nonstationary discrete choice. Journal of Econometrics 120, 103-138] for nonstationary time series discrete choice models with multiple choices and thresholds. The new limit theory shows that, in contrast to the bin...

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Bibliographic Details
Main Authors: PHILLIPS, Peter C. B., JIN, Sainan, HU, Ling
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
Brownian motion
Brownian local time
Discrete choices
Integrated processes
Pile-up problem
Threshold parameters
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/285
https://ink.library.smu.edu.sg/context/soe_research/article/1284/viewcontent/Nonstationary_discrete_choice_Corrigendum_2007.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/285
https://ink.library.smu.edu.sg/context/soe_research/article/1284/viewcontent/Nonstationary_discrete_choice_Corrigendum_2007.pdf

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