Consistent covariance matrix estimation in probit models with autocorrelated errors /

Bibliographic Details

Main Author:	Estrella, Arturo
Corporate Author:	Federal Reserve Bank of New York
Other Authors:	Rodrigues, Anthony Paul
Format:	Book
Language:	English
Published:	New York : Federal Reserve Bank of New York, 1998.
Series:	Staff reports (Federal Reserve Bank of New York) ; no. 39.
Subjects:	Analysis of covariance. Autocorrelation (Statistics) Probits.