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| 引用本文： | ����,��¬��,���Ӵ�. �������������Ķ�Ԫѡ��ģ�������Լ����о�[J]. 应用概率统计, 2016, 32(3): 301-312 |
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| 作者姓名： | ���� ��¬�� ���Ӵ� |
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| 作者单位： | ?????????????????????о???, ????????????????????, ?й????????????????? |
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| 摘 要： |
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| 关 键 词： | ???????????? ?????????? ????????? |
Testing for Significance in Binary Choice Model with Stochastic Trend Process |
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| XU Peng,WANG Lujun,YAN Zichun. Testing for Significance in Binary Choice Model with Stochastic Trend Process[J]. Chinese Journal of Applied Probability and Statisties, 2016, 32(3): 301-312 |
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| Authors: | XU Peng WANG Lujun YAN Zichun |
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| Affiliation: | School of Economics, Nankai University; School of Public Finance and Taxation, Nanjing University;of Finance and Economics; Economics and Management College, Civil Aviation University of;China. |
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| Abstract: | ??This paper investigates the test of significance for the binarychoice model with stochastic trend process. The results show that when the true parametervector is zero, the limiting distribution of the t statistic follows standard normaldistribution. The joint significance test statistics Wald, LM and LR are asymptoticallyequivalent and have a Chi-square limiting distribution. |
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| Keywords: | binary choice model stochastic trend process significance test |
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