An econometric analysis of some models for constructed binary time series
| Data(s) |
2011
|
|---|---|
| Identificador | |
| Publicador |
American Statistical Association |
| Relação |
DOI:10.1198/jbes.2009.08005 Harding, Don & Pagan, Adrian (2011) An econometric analysis of some models for constructed binary time series. Journal of Business and Economic Statistics, 29(1), pp. 86-95. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #010400 STATISTICS #140200 APPLIED ECONOMICS #140300 ECONOMETRICS #Binary variable; Business cycle; Markov process; Probit model; Yield curve |
| Tipo |
Journal Article |
