Prediction tests in limited dependent variable models

DOI10.1016/0304-4076(87)90074-1zbMath0646.62105OpenAlexW2043359290MaRDI QIDQ1104020

B. George

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90074-1

zbMATH Keywords

dummy variableslimited dependent variable modelstests of predictive power

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Missing measurements in limited dependent variable models

Cites Work

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• The structure of simultaneous equations estimators. A comment
• The structure of simultaneous equations estimators
• The use of dummy variables to compute predictions, prediction errors, and confidence intervals
• On the formulation of empirical models in dynamic econometrics
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Exogeneity
• On the existence of maximum likelihood estimates in logistic regression models
• Specification Tests for the Multinomial Logit Model

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