Autocorrelation-Corrected Standard Errors in Panel Probits : An Application to Currency Crisis Prediction

IMF Working Papers, 2004, INTERNATIONAL MONETARY FUND

https://akb.au.int/handle/AKB/88903

Author(s): Rebecca N. Coke Andrew Berg

Contributing Member(s): INTERNATIONAL MONETARY FUND

Subject(s): Currency crisis early-warning systems serial correlation panel probit standard errors bootstrap standard error correlation Simulation Methods Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation