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Consistent Covariance Matrix Estimation In Probit Models With Autocorrelated Errors by Arturo Estrella
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1Consistent covariance matrix estimation in probit models with autocorrelated errors
By Arturo Estrella
“Consistent covariance matrix estimation in probit models with autocorrelated errors” Metadata:
- Title: ➤ Consistent covariance matrix estimation in probit models with autocorrelated errors
- Author: Arturo Estrella
- Language: English
- Publisher: ➤ Federal Reserve Bank of New York
- Publish Date: 1998
- Publish Location: [New York, N.Y.]
“Consistent covariance matrix estimation in probit models with autocorrelated errors” Subjects and Themes:
- Subjects: Probits - Analysis of covariance - Autocorrelation (Statistics)
Edition Identifiers:
- The Open Library ID: OL3476897M
- Library of Congress Control Number (LCCN): 2005616469
Access and General Info:
- First Year Published: 1998
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
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