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Maximum score estimation of a nonstationary binary choice model

. Journal of Econometrics, 122 (2): 385--403 (October 2004)

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A note on the nonstationary binary choice logit model, and . Economics Letters, 76 (2): 267--271 (July 2002)GMM Estimation of Autoregressive Roots Near Unity with Panel Data, and . Econometrica, 72 (2): 467--522 (61 03 2004)doi: 10.1111/j.1468-0262.2004.00498.x.Incidental trends and the power of panel unit root tests, , and . Journal of Econometrics, 141 (2): 416--459 (December 2007)Maximum score estimation of a nonstationary binary choice model. Journal of Econometrics, 122 (2): 385--403 (October 2004)Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity, and . Econometric Reviews, 23 (4): 293--323 (2005)Testing for a unit root in panels with dynamic factors, and . Journal of Econometrics, 122 (1): 81--126 (September 2004)