An econometric analysis of some models for constructed binary time series
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.
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|Item Type:||Journal Article|
|Keywords:||Binary variable; Business cycle; Markov process; Probit model; Yield curve|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400)|
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > APPLIED ECONOMICS (140200)
Australian and New Zealand Standard Research Classification > ECONOMICS (140000) > ECONOMETRICS (140300)
|Divisions:||Current > QUT Faculties and Divisions > QUT Business School|
Current > Schools > School of Economics & Finance
|Deposited On:||19 Jul 2012 16:31|
|Last Modified:||03 Dec 2012 12:06|
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