Nonstationary binary choice

Econometrica

Volumn 68, Issue 5, 2000, Pages 1249-1280

  Park, Joon Y ^a   Phillips, Peter C B ^a  

^a NONE

Author keywords

Binary choice model; Brownian local time; Brownian motion; Dual convergence rates; Integrated time series; Maximum likelihood estimation

Indexed keywords

EID: 0001004113     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00157     Document Type: Article

References (17)

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