{"status":"OK","data":{"id":47574,"identifier":"DVN/K8FN9V","persistentUrl":"https://doi.org/10.7910/DVN/K8FN9V","protocol":"doi","authority":"10.7910","separator":"/","publisher":"Harvard Dataverse","publicationDate":"2011-03-15","storageIdentifier":"s3://10.7910/DVN/K8FN9V","effectiveDatasetFileCountLimit":1000,"datasetFileUploadsAvailable":999,"datasetType":"dataset","locks":[],"latestVersion":{"id":43921,"datasetId":47574,"datasetPersistentId":"doi:10.7910/DVN/K8FN9V","datasetType":"dataset","storageIdentifier":"s3://10.7910/DVN/K8FN9V","versionNumber":1,"internalVersionNumber":1,"versionMinorNumber":0,"versionState":"RELEASED","latestVersionPublishingState":"RELEASED","deaccessionNote":"posted replication materials for Park's forthcoming PA piece","deaccessionLink":"","productionDate":"2011-03","lastUpdateTime":"2011-03-15T14:18:42Z","releaseTime":"2011-03-15T00:00:00Z","createTime":"2011-03-15T14:16:35Z","alternativePersistentId":"hdl:1902.1/15650","publicationDate":"2011-03-15","citationDate":"2011-03-15","effectiveDatasetFileCountLimit":1000,"datasetFileUploadsAvailable":999,"license":{"name":"CC0 1.0","uri":"http://creativecommons.org/publicdomain/zero/1.0","iconUri":"https://licensebuttons.net/p/zero/1.0/88x31.png","rightsIdentifier":"CC0-1.0","rightsIdentifierScheme":"SPDX","schemeUri":"https://spdx.org/licenses/","languageCode":"en"},"fileAccessRequest":false,"metadataBlocks":{"citation":{"displayName":"Citation Metadata","name":"citation","fields":[{"typeName":"title","multiple":false,"typeClass":"primitive","value":"Replication data for: Changepoint Analysis of Binary and Ordinal Probit Models: An Application to Bank Rate Policy Under the Interwar Gold Standard"},{"typeName":"author","multiple":true,"typeClass":"compound","value":[{"authorName":{"typeName":"authorName","multiple":false,"typeClass":"primitive","value":"Jong Hee Park"},"authorAffiliation":{"typeName":"authorAffiliation","multiple":false,"typeClass":"primitive","value":"University of Chicago"}}]},{"typeName":"datasetContact","multiple":true,"typeClass":"compound","value":[{"datasetContactName":{"typeName":"datasetContactName","multiple":false,"typeClass":"primitive","value":"Jong Hee Park"},"datasetContactAffiliation":{"typeName":"datasetContactAffiliation","multiple":false,"typeClass":"primitive","value":"University of Chicago"},"datasetContactEmail":{"typeName":"datasetContactEmail","multiple":false,"typeClass":"primitive","value":"jhp@uchicago.edu"}}]},{"typeName":"dsDescription","multiple":true,"typeClass":"compound","value":[{"dsDescriptionValue":{"typeName":"dsDescriptionValue","multiple":false,"typeClass":"primitive","value":"In this paper, I introduce changepoint models for binary and ordered time series data based on Chib’s (1998) hidden Markov model. The extension of the change-point model to a binary probit model is straightforward in a Bayesian setting. However, detecting parameter breaks from ordered regression models is difficult because ordered time series data often have clustering along the break points. To address this issue, I propose an estimation method that uses the linear regression likelihood function for the sampling of hidden states of the ordinal probit change- point model. The marginal likelihood method is used to detect the number of hidden regimes. I evaluate the performance of the introduced methods using simulated data and apply the ordinal probit changepoint model to Eichengreen, Watson and Grossman’s (1985) study on violations of the “rules of the game” of the gold standard by the Bank of England during the interwar period."},"dsDescriptionDate":{"typeName":"dsDescriptionDate","multiple":false,"typeClass":"primitive","value":"2011-01"}}]},{"typeName":"keyword","multiple":true,"typeClass":"compound","value":[{"keywordValue":{"typeName":"keywordValue","multiple":false,"typeClass":"primitive","value":"Binary probit, ordinal probit, changepoint"}}]},{"typeName":"publication","multiple":true,"typeClass":"compound","value":[{"publicationCitation":{"typeName":"publicationCitation","multiple":false,"typeClass":"primitive","value":"Jong Hee Park. 2011. \"Changepoint Analysis of Binary and Ordinal Probit Models: An Application to Bank Rate Policy Under the Interwar Gold Standard.\"  Political Analysis, In Press. <a href= \"link to article\" target= \"_new\">article available here</a>"}}]},{"typeName":"producer","multiple":true,"typeClass":"compound","value":[{"producerName":{"typeName":"producerName","multiple":false,"typeClass":"primitive","value":"Political Analysis"},"producerURL":{"typeName":"producerURL","multiple":false,"typeClass":"primitive","value":"http://pan.oxfordjournals.org/"}}]},{"typeName":"productionDate","multiple":false,"typeClass":"primitive","value":"2011-03"},{"typeName":"distributor","multiple":true,"typeClass":"compound","value":[{"distributorName":{"typeName":"distributorName","multiple":false,"typeClass":"primitive","value":"IQSS Dataverse Network"},"distributorURL":{"typeName":"distributorURL","multiple":false,"typeClass":"primitive","value":"http://dvn.iq.harvard.edu/dvn/"}}]},{"typeName":"dateOfDeposit","multiple":false,"typeClass":"primitive","value":"2011-03-15"}]}},"files":[{"description":"zip file containing R codes for Monte Carlo experiments and application analysis","label":"replication.zip","restricted":false,"version":1,"datasetVersionId":43921,"categories":["zip file"],"dataFile":{"id":2290515,"persistentId":"doi:10.7910/DVN/K8FN9V/3QPCLD","pidURL":"https://doi.org/10.7910/DVN/K8FN9V/3QPCLD","filename":"replication.zip","contentType":"application/zip","friendlyType":"ZIP Archive","filesize":13861,"description":"zip file containing R codes for Monte Carlo experiments and application analysis","categories":["zip file"],"storageIdentifier":"s3://dvn-cloud:66890","rootDataFileId":-1,"md5":"67de1dd972953a56c0d873a5d33c617e","checksum":{"type":"MD5","value":"67de1dd972953a56c0d873a5d33c617e"},"tabularData":false,"creationDate":"2011-03-15","publicationDate":"2011-03-14","lastUpdateTime":"2011-03-15T14:18:42Z","fileAccessRequest":false}}]}}}