[1] C. Gourieroux, “Econometrics of Qualitative Dependent Variables,” Cambridge University Press, Cambridge, 2000.
http://dx.doi.org/10.1017/CBO9780511805608
[2] W. H. Greene, “Econometric Analysis,” Prentice Hall, Upper Saddle River, 2000.
[3] D. Backus, “Discrete-Time Models of Bond Pricing,” National Bureau of Economic Research, Working Paper Series/6736, 1998.
[4] R. D. McKelvey, and W. Zavoina, “A Statistical Model for the Analysis of Ordinal Level Dependent Variables,” Journal of Mathematical Sociology, Vol. 4, No. 1, 1975, pp. 103-120.
[5] R. C. Mittelhammer, G. G. Judge and D. J. Miller, “Econometric Foundations,” Cambridge University Press, Cambridge, 2000.
[6] J. E. Murphy Jr., “Stock Market Probability: Using Statistics to Predict and Optimize Investment Outcomes,” Revised Edition, Irwin, 1994.
[7] T. Plummer and F. William, “Forecasting Financial Markets: Technical Analysis and the Dynamics of Price,” Wiley, 1991.
[8] T. Laitila, “A Pseudo-R2 Measure for Limited and Qualitative Dependent Variable Models,” Journal of Econometrics, Vol. 56, No. 3, 1993, pp. 341-345.
[9] R. S. Pindyck and D. L. Rubinfeld, “Econometric Models and Economic Forecasts,” McGraw-Hill, 1998.