Simple LM tests of mis-specification for ordered logit models

DOI10.1016/S0165-1765(96)00864-6zbMath0875.90192WikidataQ127846915 ScholiaQ127846915MaRDI QIDQ1350857

Anthony B. Murphy

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Artificial regressionLagrange multiplier TestOrdered logit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

On specification testing of ordered discrete choice models

Cites Work

• Small sample properties of alternative forms of the Lagrange multiplier test
• Model Specification Tests Based on Artificial Linear Regressions
• Local Asymptotic Specification Error Analysis
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