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A note on the nonstationary binary choice logit model

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  • Guerre, Emmanuel
  • Moon, Hyungsik Roger

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  • Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July.
    • Handle: RePEc:eee:ecolet:v:76:y:2002:i:2:p:267-271
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    References listed on IDEAS

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    1. Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
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    Cited by:

    1. Chu, Chia-Shang J. & Liu, Nan & Zhang, Lina, 2017. "Significance test in nonstationary logit panel model with serially correlated dependent variable," Economics Letters, Elsevier, vol. 159(C), pages 37-41.
    2. Moon, Hyungsik Roger, 2004. "Maximum score estimation of a nonstationary binary choice model," Journal of Econometrics, Elsevier, vol. 122(2), pages 385-403, October.
    3. Mao, Guangyu, 2014. "Testing for joint significance in nonstationary binary choice model," Economics Letters, Elsevier, vol. 122(2), pages 311-313.

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