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  • Search: subject:"Conditional probability integral transform"
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Year of publication
Subject
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Conditional probability integral transform 2 Count data 2 Dynamic discrete choice models 2 Specification tests 2 Discrete choice 1 Diskrete Entscheidung 1 Estimation theory 1 Schätztheorie 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Kheifets, Igor 2 Velasco, Carlos 2
Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
Kheifets, Igor; Velasco, Carlos - Cowles Foundation for Research in Economics, Yale University - 2013
This paper proposes new specification tests for conditional models with discrete responses. In particular, we can test the static and dynamic ordered choice model specifications, which is key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to...
Persistent link: https://www.econbiz.de/10010817232
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Cover Image
New goodness-of-fit diagnostics for conditional discrete response models
Kheifets, Igor; Velasco, Carlos - In: Journal of econometrics 200 (2017) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10011897707
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