Temporal Dependence in Limited Dependent Variable Models: Theoretical and Monte-Carlo Results
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"A Simulation Estimation Analysis of the External Debt Crises of Developing Countries,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 109-131, April-Jun.
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Keywords
Consistency; serial dependence; mixing processes; limited dependent variables models; probit; logit; tobit; normality;All these keywords.
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