Songnian Chen

Hong Kong University of Science & Technology (HKUST) - Department of Economics

Assistant Professor

Clear Water Bay

Kowloon, Hong Kong

China

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Informational Content of Special Regressors in Heteroskedastic Binary Response Models

Economic Research Initiatives at Duke (ERID) Working Paper No. 144, PIER Working Paper No. 13-021
Number of pages: 47 Posted: 22 Apr 2013 Last Revised: 17 May 2013
Songnian Chen, Shakeeb Khan and Xun Tang
Hong Kong University of Science & Technology (HKUST) - Department of Economics, Duke University - Department of Economics and University of Pennsylvania - Department of Economics
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Abstract:

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Binary regression, heteroskedasticity, identiĀ…fication, information, median independence, conditional symmetry