The Binary Qualitative Model

Francis J. Bismans () and Olivier Damette ()
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Francis J. Bismans: University of Lorraine
Olivier Damette: University of Lorraine

Chapter Chapter 10 in Dynamic Econometrics, 2025, pp 295-324 from Springer

Abstract: Abstract Chapter 10 first introduces the two main non-linear models—logit and probit—used when the dependent variable is dichotomous and qualitative. It then looks successively at the static and dynamic versions of the probit model. It then focuses on the dynamic probit model as a forecasting tool.

Keywords: Binary variable; Probit model; Logit model; Newton–Raphson algorithm; Pseudo-R2; Dynamic probit; Forecasting methods; Business cycles dating (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-72910-2_10

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DOI: 10.1007/978-3-031-72910-2_10

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