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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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| 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 |