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...
Saved in:
Main Authors: | PHILLIPS, Peter C. B., JIN, Sainan, HU, Ling |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2007
|
Subjects: | |
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
by: JIN, Sainan
Published: (2009) -
Branching Brownian Motions
by: SHEN JINGYUN
Published: (2013) -
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression
by: Wang, Q. Y., et al.
Published: (2009) -
SIMULATIONS ON THE BROWNIAN MOTION OF UPCONVERSION NANOPARTICLES IN FLUID
by: HAO XIANGLIN
Published: (2016) -
Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion
by: YU, Ping, et al.
Published: (2018)