Binomial Autoregressive Moving Average Models With an Application to U.S. Recessions
By R. Startz. 2008
65 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/259916521eb6d2208738315d04a3fad747f9b049
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Citations in the corpus
- Dynamic Probit Models and Financial Variables in Recession Forecasting (2010, methodology): “Dueker (2002, 2005), Chauvet and Potter (2005) and Startz (2008), among others, have proposed dynamic extensions to the standard static probit model used by Estrella and Hardouvelis (1991), Bernard and Gerlach (1998), and Estrella and Mishkin (1998), among others, to predict recession periods.”