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Chi-square diagnostic tests for econometric models : Introduction and applications

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Cited by:

  1. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
  2. Alfranca, Óscar & Diaz-Balteiro, Luis & Herruzo, A. Casimiro, 2009. "Technical innovation in Spain's wood-based industry: The role of environmental and quality strategies," Forest Policy and Economics, Elsevier, vol. 11(3), pages 161-168, May.
  3. John K. Dagsvik & Zhiyang Jia, 2016. "Labor Supply as a Choice Among Latent Jobs: Unobserved Heterogeneity and Identification," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 487-506, April.
  4. Jones, A. & Lomas, J. & Rice, N., 2014. "Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution," Health, Econometrics and Data Group (HEDG) Working Papers 14/26, HEDG, c/o Department of Economics, University of York.
  5. Olivier Bargain & Guy Lacroix & Luca Tiberti, 2018. "Validating the Collective Model of Household Consumption Using Direct Evidence on Sharing," Cahiers de recherche 1810, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  6. Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013. "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  7. Bargain, Olivier B. & Lacroix, Guy & Tiberti, Luca, 2021. "Intrahousehold Resource Allocation and Individual Poverty: Assessing Collective Model Predictions against Direct Evidence on Sharing," IZA Discussion Papers 14406, Institute of Labor Economics (IZA).
  8. Tue Gørgens & Dean Robert Hyslop, 2018. "The Specification of Dynamic Discrete-Time Two-State Panel Data Models," Econometrics, MDPI, vol. 7(1), pages 1-16, December.
  9. Roberts, M. & Tybout, J., 1993. "An Empirical Model of Sunk Costs and the Decision to Export," Papers 4-93-3, Pennsylvania State - Department of Economics.
  10. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  11. Xiaodong Gong & Arthur van Soest, 2002. "Family Structure and Female Labor Supply in Mexico City," Journal of Human Resources, University of Wisconsin Press, vol. 37(1), pages 163-191.
  12. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
  13. Andrews, Donald W. K., 1991. "An empirical process central limit theorem for dependent non-identically distributed random variables," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 187-203, August.
  14. Fabel, Oliver & Lehmann, Erik E., 2000. "Adverse selection and the economic limits of market substitution: An application to e-commerce and traditional trade in used cars," Discussion Papers, Series I 302, University of Konstanz, Department of Economics.
  15. Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020. "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
  16. Hans G. Bloemen, 2008. "Job Search, Hours Restrictions, and Desired Hours of Work," Journal of Labor Economics, University of Chicago Press, vol. 26(1), pages 137-179.
  17. Jérôme Foncel & Marian Hristache & Valentin Patilea, 2004. "Semiparametric Single-index Poisson Regression Model with Unobserved Heterogeneity," Working Papers 2004-04, Center for Research in Economics and Statistics.
  18. Van Soest, A., 1990. "Minimum Wages, Earnings And Employment," Papers 9101, Tilburg - Center for Economic Research.
  19. Lejeune, Bernard, 2009. "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 507-523, June.
  20. Van Soest, A. & Kapteyn, A., 1989. "The Impact Of Minimum Wage Regulations On Employment And The Wage Rate Distribution," Papers 8947, Tilburg - Center for Economic Research.
  21. Duplinskiy, A., 2014. "Is regularization necessary? A Wald-type test under non-regular conditions," Research Memorandum 025, Maastricht University, Graduate School of Business and Economics (GSBE).
  22. Deb, Partha & Trivedi, Pravin K., 2002. "The structure of demand for health care: latent class versus two-part models," Journal of Health Economics, Elsevier, vol. 21(4), pages 601-625, July.
  23. Miguel C. Manjon-Antolin & Josep Maria Arauzo-Carod, 2006. "Locations and Relocations: Modelling, Determinants, and Interrelations," ERSA conference papers ersa06p33, European Regional Science Association.
  24. MaCurdy, Thomas E. & Ryu, Keunkwan, 2003. "Equivalence results in chi-square tests," Economics Letters, Elsevier, vol. 80(3), pages 329-336, September.
  25. Bart Cockx & Muriel Dejemeppe & Andrey Launov & Bruno Van der Linden, 2018. "Imperfect Monitoring of Job Search: Structural Estimation and Policy Design," Journal of Labor Economics, University of Chicago Press, vol. 36(1), pages 75-120.
  26. Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2005. "Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities' reaction functions," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 680-698, September.
  27. Miguel Manjón-Antolín & Josep-Maria Arauzo-Carod, 2011. "Locations and relocations: determinants, modelling, and interrelations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(1), pages 131-146, August.
  28. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
  29. Keunkwan Ryu, 2003. "Monotonicity of Chi-square Test Statistics," ISER Discussion Paper 0586, Institute of Social and Economic Research, Osaka University.
  30. Phan, Thi Nha Truc & Bertrand, Philippe & Phan, Hong Hai & Vo, Xuan Vinh, 2023. "The role of investor behavior in emerging stock markets: Evidence from Vietnam," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 367-376.
  31. Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014. "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers 10111, C.E.P.R. Discussion Papers.
  32. Elias Katsikas & Theologos Dergiades, 2012. "Revising higher education policy in Greece: filling the Danaids’ Jar," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 39(3), pages 279-292, August.
  33. Andrés Romeu & Marcos Vera-Hernández, 2005. "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 1-22, March.
  34. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
  35. Stohs, Stephen M., 2006. "A Semiparametric Test for Heterogeneous Risk," 2006 Annual meeting, July 23-26, Long Beach, CA 21309, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  36. McDonald, John, 2009. "Using least squares and tobit in second stage DEA efficiency analyses," European Journal of Operational Research, Elsevier, vol. 197(2), pages 792-798, September.
  37. Galina Besstremyannaya, 2014. "Heterogeneous effect of coinsurance rate on healthcare costs: generalized finite mixtures and matching estimators," Discussion Papers 14-014, Stanford Institute for Economic Policy Research.
  38. A. Colin Cameron & Tong Li & Pravin K. Trivedi & David M. Zimmer, 2004. "Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 566-584, December.
  39. Michael Graber & Andrey Launov & Klaus Waelde, 2007. "How to get tenured," Working Papers 030, Bavarian Graduate Program in Economics (BGPE).
  40. Hettiarachchi, Biman Darshana & Brandenburg, Marcus & Seuring, Stefan, 2022. "Connecting additive manufacturing to circular economy implementation strategies: Links, contingencies and causal loops," International Journal of Production Economics, Elsevier, vol. 246(C).
  41. Martínez-García, Enrique & Grossman, Valerie & Mack, Adrienne, 2015. "A contribution to the chronology of turning points in global economic activity (1980–2012)," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 170-185.
  42. Sung-Jin Cho & John Rust, 2015. "Precommitments for Financial Self-Control:Evidence from Credit Card Borrowing," 2015 Meeting Papers 33, Society for Economic Dynamics.
  43. van Soest, A.H.O., 1990. "Essays on micro-econometric models of consumer demand and the labour market," Other publications TiSEM be045d62-a73d-4d7c-a591-f, Tilburg University, School of Economics and Management.
  44. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
  45. Blundell, Richard & Laisney, Francois & Lechner, Michael, 1993. "Alternative Interpretations of Hours Information in an Econometric Model of Labour Supply," Empirical Economics, Springer, vol. 18(3), pages 393-415.
  46. Arthur van Soest & Hana Vonkova, 2014. "Testing the specification of parametric models by using anchoring vignettes," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 177(1), pages 115-133, January.
  47. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, vol. 170(2), pages 331-349.
  48. Nelissen, J.H.M., 1994. "Gedragseffecten en kringloopeffecten in microsimulatiemodellen," WORC Paper 94.11.060/2, Tilburg University, Work and Organization Research Centre.
  49. Kumbhakar, Subal C., 1996. "A farm-level study of labor use and efficiency wages in Indian agriculture," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 177-195.
  50. Partha Deb & Ann M. Holmes, 2000. "Estimates of use and costs of behavioural health care: a comparison of standard and finite mixture models," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 475-489, September.
  51. Raymond (R.H.J.M.) Gradus & Elbert (E.) Dijkgraaf, 2017. "Dutch Municipalities are Becoming Greener: Some Political and Institutional Explanations," Tinbergen Institute Discussion Papers 17-086/VIII, Tinbergen Institute.
  52. John K. Dagsvik & Zhiyang Jia, 2014. "Labor supply as a discrete choice among latent jobs: Unobserved heterogeneity and identification," Discussion Papers 786, Statistics Norway, Research Department.
  53. Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
  54. Joaquim J.S. Ramalho & Richard J. Smith, 2005. "Goodness of Fit Tests for Moment Condition Models," Economics Working Papers 5_2005, University of Évora, Department of Economics (Portugal).
  55. Mosca, I. & Schut-Welkzijn, A., 2008. "Choice determinants of the mobility in the Dutch health insurance market," Other publications TiSEM 6908cbf8-9b72-47ff-98ee-3, Tilburg University, School of Economics and Management.
  56. A. Colin Cameron & Tong Li & Pravin K. Trivedi & David M. Zimmer, 2004. "Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 566-584, December.
  57. Victor Chen & Jing Li & Daniel Shapiro & Xiaoxiang Zhang, 2014. "Ownership structure and innovation: An emerging market perspective," Asia Pacific Journal of Management, Springer, vol. 31(1), pages 1-24, March.
  58. Launov, Andrey, 2004. "An Alternative Approach to Testing Dual Labour Market Theory," IZA Discussion Papers 1289, Institute of Labor Economics (IZA).
  59. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
  60. F.A.G. Windmeijer, 1994. "A goodness-of-fit test in the multinomial legit model based on weighted squared residuals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 271-283, November.
  61. David G. McMillan, 2023. "Do financial markets predict macroeconomic performance? US evidence from risk‐based measures," Manchester School, University of Manchester, vol. 91(5), pages 439-466, September.
  62. Berg, Gerard J. van den & Vuuren, Aico van, 2000. "Using firm data to assess the performance of equilibrium search models of the labor market," Serie Research Memoranda 0023, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  63. Elias Katsikas & Theologos Dergiades, 2009. "Higher Education Policy in Greece: Filling the Danaids' Jar," Discussion Paper Series 2009_16, Department of Economics, University of Macedonia, revised Nov 2009.
  64. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
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