Specification test for binary choice models based on index quantiles

DOI10.1016/0304-4076(93)90030-9zbMath0806.62098OpenAlexW2087094776MaRDI QIDQ1314480

Roger W. Klein

Publication date: 16 February 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90030-9

zbMATH Keywords

local alternativesspecification testschoice probabilitieslabor force participationsemiparametricbinary choice modelspower resultsdistance statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Estimating a class of triangular simultaneous equations models without exclusion restrictions ⋮ A semiparametric single index model with heterogeneous impacts on an unobserved variable ⋮ BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS ⋮ On testing tumor onset times

Cites Work

• Maximum Likelihood Specification Testing and Conditional Moment Tests
• On bandwidth variation in kernel estimates. A square root law
• Approximation Theorems of Mathematical Statistics
• Simulation and the Asymptotics of Optimization Estimators
• Semiparametric efficiency bounds
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models
• On Non-Parametric Estimates of Density Functions and Regression Curves
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