Testing for discrete choice models

DOI10.1016/j.econlet.2007.04.027zbMath1255.91099OpenAlexW1989436919MaRDI QIDQ1934683

Xu Zheng

Publication date: 29 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.04.027

zbMATH Keywords

likelihood ratio testdiscrete choice modelsspecification testnonparametric methodmultinomial logit

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Social choice (91B14)

Related Items (1)

Testing parametric conditional distributions using the nonparametric smoothing method

Cites Work

• Unnamed Item
• Unnamed Item
• A consistent test of functional form via nonparametric estimation techniques
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Regression-based specification tests for the multinomial logit model
• A note on specification tests for the multinomial logit model
• Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
• Comparing nonparametric versus parametric regression fits
• A simple framework for nonparametric specification testing
• Tailor-made tests for goodness of fit to semiparametric hypotheses
• A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
• Specification Tests for the Multinomial Logit Model
• Multinomial Logit Specification Tests
• A Consistent Conditional Moment Test of Functional Form
• A Conditional Kolmogorov Test
• Semiparametric Estimation of Index Coefficients
• Consistent Specification Testing Via Nonparametric Series Regression
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Goodness-of-fit tests for kernel regression with an application to option implied volatilities

This page was built for publication: Testing for discrete choice models