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Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence

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  • Tommaso Proietti

    (Università di Roma ‘Tor Vergata’)

Abstract

This discussion focuses on time series applications of the CUB class of models, such that the key underlying parameters, namely the shifted binomial probability and the mixing probability, vary over time according to a measurable or latent variable.

Suggested Citation

  • Tommaso Proietti, 2019. "Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 451-456, September.
    • Handle: RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00469-7
    DOI: 10.1007/s10260-019-00469-7
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