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Parametric and semiparametric specification tests for binary choice models : a comparative simulation study
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Orientador(es)
Resumo(s)
Despite their sensitivity to misspecification, parametric binary choice models are widely used in practice. Here we present the results of a small simulation study on the finite sample performance of parametric and semiparametric specification tests for this kind of models.
Descrição
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Contexto Educativo
Citação
Proença, Isabel and João M. Caravana Santos Silva .(2000). “Parametric and semiparametric specification tests for binary choice models : a comparative simulation study”. ISEG – CEMAPRE. Documento de Trabalho Nº 7. 2000.