Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008) (Emp Econ forthcoming)

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When last checked on August 4, 2019, this study was forthcoming in the journal Empirical Economics.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Byeong U. Park, Léopold Simar, Valentin Zelenyuk Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008) Emp Econ forthcoming - - C14, C22, C25, E37 Forecasting of recessions, Nonparametric quasi-likelihood, Local-likelihood, Dynamic discrete choice

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - - - - - -

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Heikki Kauppi, Pentti Saikkonen Predicting U.S. Recessions with Dynamic Binary Response Models REStat 2008 4 777-91 - - - - - - -

References

DOI: 10.1007/s00181-019-01708-2 IDEAS: p/qld/uqcepa/130.html EconPapers: RePEc:qld:uqcepa:130


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