Cover Image

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.
Description
Item Description:"April 1998."
Physical Description:22 pages, 1 unnumbered page : illustrations ; 22 cm.
Bibliography:Includes bibliographical references (pages 13-14).