Autocorrelation-Corrected Standard Errors in Panel Probits : An Application to Currency Crisis Prediction /
Many estimates of early-warning-system (EWS) models of currency crisis have reported incorrect standard errors because of serial correlation in the context of panel probit regressions. This paper documents the magnitude of the problem, proposes and tests a solution, and applies it to previously publ...
| Hoofdauteur: | |
|---|---|
| Andere auteurs: | |
| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2004.
|
| Reeks: | IMF Working Papers; Working Paper ;
No. 2004/039 |
| Online toegang: | Full text available on IMF |