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Estimation and test in probit models with serial correlation

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  • Gourieroux Christian
  • Monfort Alain
  • Trognon A

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  • Gourieroux Christian & Monfort Alain & Trognon A, 1982. "Estimation and test in probit models with serial correlation," CEPREMAP Working Papers (Couverture Orange) 8220, CEPREMAP.
    • Handle: RePEc:cpm:cepmap:8220
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    File URL: http://www.cepremap.fr/depot/couv_orange/co8220.pdf
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    Cited by:

    1. Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018. "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
    2. Jonathan H. Wright, 2006. "The yield curve and predicting recessions," Finance and Economics Discussion Series 2006-07, Board of Governors of the Federal Reserve System (U.S.).

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