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Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)

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Bibliographic reference Park, Byeong U. ; Simar, Léopold ; Zelenyuk, Valentin. Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008). In: Empirical Economics, Vol. 58, p. 379-392 (2020)
Permanent URL http://hdl.handle.net/2078.1/216348