On specification testing of ordered discrete choice models

DOI10.1016/j.jeconom.2007.08.004zbMath1418.62523OpenAlexW2042266483MaRDI QIDQ291112

F. Blanchet-Sadri, M. Dambrine

Publication date: 6 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.004

zbMATH Keywords

simulationspecification testsordered discrete choice models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items

A generalized ordered Probit model, New goodness-of-fit diagnostics for conditional discrete response models, Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors, A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES

Cites Work

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• Model Checks for Generalized Linear Models
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