Power Divergence Family of Tests for Categorical Time Series Models

Konstantinos Fokianos ()

Annals of the Institute of Statistical Mathematics, 2002, vol. 54, issue 3, 543-564

Keywords: Stochastic time dependent covariates; partial likelihood; martingale; logistic regression; multinomial logits; proportional odds; power (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1022459010316

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