Forecasting of recessions via dynamic probit for time series : replication and extension of Kauppi and Saikkonen (2008)
Year of publication: |
2020
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Authors: | Park, Byeong U. ; Simar, Léopold ; Zelenyuk, Valentin |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 1, p. 379-392
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Subject: | Forecasting of recessions | Nonparametric quasi-likelihood | Local-likelihood | Dynamic discrete choice | Prognoseverfahren | Forecasting model | Probit-Modell | Probit model | Konjunktur | Business cycle | Diskrete Entscheidung | Discrete choice | Frühindikator | Leading indicator | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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