Don Harding
Biographic Data
| ID | 4012890 |
|---|---|
| NAME | Don Harding |
| GIVEN NAMES | Don |
| FAMILY NAME | Harding |
| SIGNATURE | HARDING D |
| AFFILIATIONS | Bangor University |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 56 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1991 |
| LATEST PUBLICATION YEAR | 2011 |
| H-INDEX | 2 |
An Econometric Analysis of Some Models for Constructed Binary Time Series
Macroeconometric and financial researchers often use binary data constructed in a way that creates serial dependence. We show that this dependence can be allowed for if the binary states are treated as Markov processes. In addition, the methods of construction ensure that certain sequences are never observed in the constructed data. Together these features make it difficult to utilize static and dynamic Probit models. We develop modeling methods …
Dissecting the cycle
Global forest resources
Global forest resources
Dissecting the cycle
An Econometric Analysis of Some Models for Constructed Binary Time Series
Macroeconometric and financial researchers often use binary data constructed in a way that creates serial dependence. We show that this dependence can be allowed for if the binary states are treated as Markov processes. In addition, the methods of construction ensure that certain sequences are never observed in the constructed data. Together these features make it difficult to utilize static and dynamic Probit models. We develop modeling methods …
Computer Science (2 works) · Market Dynamics and Volatility (2 works) · Monetary Policy and Economic Impact (2 works) · Binary data (1 work) · Binary number (1 work) · Capital (architecture (1 work) · Context (archaeology (1 work) · Diverse Aspects of Tourism Research (1 work) · Econometrics (1 work) · Economic Growth and Productivity (1 work)