Predicting U.S. Recessions with Dynamic Binary Response Models (REStat 2008)

From ReplicationWiki
Jump to: navigation, search
When last checked on August 4, 2019, a replication of this study was forthcoming in the journal Empirical Economics.



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Heikki Kauppi, Pentti Saikkonen Predicting U.S. Recessions with Dynamic Binary Response Models REStat 2008 4 777-91 - -

Article information

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

Replication of this study

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
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 - - - - -

References

DOI: 10.1162/rest.90.4.777 IDEAS: a/tpr/restat/v90y2008i4p777-791.html EconPapers: RePEc:tpr:restat:v:90:y:2008:i:4:p:777-791


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox