Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence
- 37 Downloads
This discussion focuses on time series applications of the CUB class of models, such that the key underlying parameters, namely the shifted binomial probability and the mixing probability, vary over time according to a measurable or latent variable.
KeywordsOrdinal time series Consumer surveys Business cycle uncertainty
- Luati A, Proietti T (2016) Generalised partial autocorrelations and the mutual information between past and future. The fascination of probability, statistics and their applications. In: Honour of Ole E. Barndorff-Nielsen, p 303Google Scholar
- Piccolo D, Simone R (2019) New proposals for the quantification of qualitative survey data. Statistical Methods and Applications This issue Google Scholar