Discrete choice modeling with nonstationary panels applied to exchange rate regime choice

Discrete choice modeling with nonstationary panels applied to exchange rate regime choice

This paper develops a regression limit theory for discrete choice nonstationary panels with large cross section (N) and time series (T) dimensions. Some results emerging from this theory are directly applicable in the wider context of M-estimation. This includes an extension of work by Wooldridge [W...

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Bibliographic Details
Main Author: JIN, Sainan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2009
Subjects:
Brownian local time
Discrete choice model
Exchange rate regime
Fear of floating
Fixed effects
Joint limits
Econometrics
Finance
Online Access:https://ink.library.smu.edu.sg/soe_research/1950
https://ink.library.smu.edu.sg/context/soe_research/article/2949/viewcontent/DiscreteChoiceModelingNonStationaryPanels_2009.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1950
https://ink.library.smu.edu.sg/context/soe_research/article/2949/viewcontent/DiscreteChoiceModelingNonStationaryPanels_2009.pdf

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