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http://hdl.handle.net/10400.5/29310| Título: | A Generalized Goodness-of-functional form Test for Binary and Fractional Regression Models |
| Autor: | Ramalho, Esmeralda A. Ramalho, Joaquim J. S. Murteira, José M. R. |
| Palavras-chave: | Fractional Parametric Regression Models Monte Carlo Analysis Empirical Study Firms’ Capital Structure Decisions |
| Data: | 2014 |
| Editora: | John Wiley & Sons Ltd. |
| Citação: | Ramalho, Esmeralda A.; Joaquim J. S. Ramalho and José M. R. Murteira. (2014). “A Generalized Goodness-of-functional form Test for Binary and Fractional Regression Models”. The Manchester School, Vol 82, No. 4: pp. 488–507. (Search PDF in 2023). |
| Resumo: | This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint significance of two simple functions of the fitted index and is based on a very flexible parametric generalization of the postulated model. A Monte Carlo study reveals a promising behaviour for the new test, which compares favourably with that of the well-known RESET test as well as with tests where the alternative model is non-parametric. |
| URI: | http://hdl.handle.net/10400.5/29310 |
| DOI: | doi: 10.1111/manc.12032 |
| Aparece nas colecções: | CEMAPRE - Artigos em Revistas Internacionais / Articles in International Journals |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| EARAMALHO.JJSRAMALHO.JMRMURTEIRA.2014.pdf | 3,49 MB | Adobe PDF | Ver/Abrir |
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