Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency ...
The search for objective analysis in the cause of making informed investment decisions is the Holy Grail of finance. Unfortunately, narrative risk continually threatens to derail us on our crucial ...
The statistic for testing the fit of a linear model, or the statistic for testing a linear hypothesis under the model, when using probits or logits, has a central χ 2-distribution for large samples if ...
The Journal of the American Statistical Association (JASA) has long been considered the premier journal of statistical science. Science Citation Index reported JASA was the most highly cited journal ...