A supremum-type RESET test for binary choice models

This note introduces a supremum-type RESET statistic for testing the specification of binary choice regression models. A Monte Carlo simulation study reveals very promising results for the proposed statistic.

MoreLess

Year of publication:	2012
Authors:	Ramalho, Esmeralda ; Ramalho, Joaquim ; Murteira, Jose M.R.
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 1, p. 905-912
Publisher:	AccessEcon
Subject:	binary models \| RESET \| misspecification \| supremum \| bootstrap

More details

Extent:	application/pdf
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011278713