Parametric and semiparametric specification tests for binary choice models : a comparative simulation study

Proença, Isabel; Silva, João M. Caravana Santos

http://hdl.handle.net/10400.5/28580

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Authors

Proença, Isabel

Silva, João M. Caravana Santos

Abstract(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.

Keywords

HH-Test Logit Score Tests

URI

http://hdl.handle.net/10400.5/28580

Citation

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.