Convenient specification tests for logit and probit models
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Russell Davidson & James G. MacKinnon, 1982. "Convenient Specification Tests for Logit and Probit Models," Working Paper 514, Economics Department, Queen's University.
References listed on IDEAS
- Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
- L. G. Godfrey & M. R. Wickens, 1981. "Testing Linear and Log-Linear Regressions for Functional Form," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(3), pages 487-496.
- Davidson, Russel & MacKinnon, James G., 1983.
"Small sample properties of alternative forms of the Lagrange Multiplier test,"
Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
- Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Paper 439, Economics Department, Queen's University.
- Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1988.
"Double Length Artificial Regressions,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
- Davidson, Russell & MacKinnon, James G., 1987. "Double-Length Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275209, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Paper 691, Economics Department, Queen's University.
- Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
- Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
- Kenneth Stewart & Kenneth Stewart, 2000.
"GNR, MGR, and exact misspeclfication testing,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 233-240.
- Kenneth G. Stewart, 1998. "Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions," Econometrics Working Papers 9811, Department of Economics, University of Victoria.
- van der Loeff, S. Schim, 1985. "Limited Information Maximum Likelihood Estimation Of A Subsystem Of Nonlinear Equations," Econometric Institute Archives 272294, Erasmus University Rotterdam.
- Davidson, R. & MacKinnon & J.G., 1999.
"Artificial Regressions,"
G.R.E.Q.A.M.
99a04, Universite Aix-Marseille III.
- James G. MacKinnon & Russell Davidson, 2001. "Artificial Regressions," Working Paper 1038, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1989.
"Testing for Consistency using Artificial Regressions,"
Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
- Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
- Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
- McCurdy, Thomas H. & Morgan, Ieuan G., 1987.
"Tests of the martingale hypothesis for foreign currency futures with time-varying volatility,"
International Journal of Forecasting, Elsevier, vol. 3(1), pages 131-148.
- Thomas H. McCurdy & Ieuan G. Morgan, 1986. "Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility," Working Paper 663, Economics Department, Queen's University.
- Dale, Charles, 1983. "Multinomial Probit Models of Military Enlistments: A Comparison of Alternative Solution Algorithms," MPRA Paper 49339, University Library of Munich, Germany.
- Michelle Sheran Sylvester, 2007. "The Career and Family Choices of Women: A Dynamic Analysis of Labor Force Participation, Schooling, Marriage and Fertility Decisions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(3), pages 367-399, July.
- Capps, Oral Jr. & Havlicek, Joseph Jr., 1980. "National And Regional Household Demands For Meats And Seafood In The U.S.: A Complete Systems Approach," 1980 Annual Meeting, July 27-30, Urbana-Champaign, Illinois 278409, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
- Maria Iacovou, 2002.
"Class Size in the Early Years: Is Smaller Really Better?,"
Education Economics, Taylor & Francis Journals, vol. 10(3), pages 261-290.
- Iacovou, Maria, 2001. "Class size in the early years: is smaller really better?," ISER Working Paper Series 2001-10, Institute for Social and Economic Research.
- Erik Stam & Roy Thurik & Peter van der Zwan, 2010.
"Entrepreneurial exit in real and imagined markets,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 19(4), pages 1109-1139, August.
- Roy Thurik & F. Stam & Peter van der Zwan, 2007. "Entrepreneurial exit in real and imagined markets," Scales Research Reports H200720, EIM Business and Policy Research.
- Erik Stam & Roy Thurik & Peter van der Zwan, 2008. "Entrepreneurial Exit in Real and Imagined Markets," Tinbergen Institute Discussion Papers 08-031/3, Tinbergen Institute, revised 07 Dec 2009.
- Sebri, Maamar, 2009. "La Zone Méditerranéenne Face à la Pollution de L’air : Une Investigation Econométrique [The Mediterranean Zone in front of Air pollution: an Econometric Investigation]," MPRA Paper 32382, University Library of Munich, Germany.
- Weber, Enzo, 2009. "Financial Contagion, Vulnerability and Information Flow: Empirical Identification," University of Regensburg Working Papers in Business, Economics and Management Information Systems 431, University of Regensburg, Department of Economics.
- Sarah Ann Wheeler & Céline Nauges & Alec Zuo, 2021. "How stable are Australian farmers’ climate change risk perceptions? New evidence of the feedback loop between risk perceptions and behaviour," Post-Print hal-04670841, HAL.
More about this item
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:25:y:1984:i:3:p:241-262. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.