Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions

Michael Dueker

Journal of Business & Economic Statistics, 2005, vol. 23, 96-104

Date: 2005
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Related works:
Working Paper: Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions (2003)
Software Item: RATS programs to replicate Dueker(2005) JBES dynamic probit model
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