An econometric analysis of some models for constructed binary time series

Journal of Business and Economic Statistics

Volumn 29, Issue 1, 2011, Pages 86-95

  Harding, Don ^a   Pagan, Adrian ^b,c  

^a LA TROBE UNIVERSITY   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Binary variable; Business cycle; Markov process; Probit model; Yield curve

Indexed keywords

EID: 78449232704     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.08005     Document Type: Article

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