@ARTICLE{Grabowski_Wojciech_Restriction_2009,
 author={Grabowski, Wojciech},
 number={No 4},
 journal={Central European Journal of Economic Modelling and Econometrics},
 pages={301-309},
 howpublished={online},
 year={2009},
 publisher={Oddział PAN w Łodzi},
 abstract={This paper deals with the problem of nonstationarity of regressors in binary choice model. The limit distribution of the ML-estimator is mixed normal, but restriction testing shall not be based on standard t-statistic. The results of the conducted Monte Carlo experiment demonstrate that the true size of the restriction test is far from the significance level. Therefore, the t-Student statistic should be modified and this paper proposes its modification. The results of the Monte Carlo investigation point to the superiority of the new statistic.},
 type={Artykuły / Articles},
 title={Restriction Testing in Binary Choice Model with I(1) Regressors},
 URL={http://www.czasopisma.pan.pl/Content/106548/PDF-MASTER/mainFile.pdf},
 doi={10.24425/cejeme.2009.122239},
 keywords={nonstationarity, maximum likelihood, restriction testing},
}