Publication
Parametric and semiparametric specification tests for binary choice models : a comparative simulation study
| dc.contributor.author | Proença, Isabel | |
| dc.contributor.author | Silva, João M. Caravana Santos | |
| dc.date.accessioned | 2023-09-19T09:37:47Z | |
| dc.date.available | 2023-09-19T09:37:47Z | |
| dc.date.issued | 2000 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.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. | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/28580 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | ISEG - CEMAPRE | pt_PT |
| dc.relation.ispartofseries | ISEG – CEMAPRE. Documento de Trabalho Nº 7. 2000.; | |
| dc.subject | HH-Test | pt_PT |
| dc.subject | Logit | pt_PT |
| dc.subject | Score Tests | pt_PT |
| dc.title | Parametric and semiparametric specification tests for binary choice models : a comparative simulation study | pt_PT |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | workingPaper | pt_PT |
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