Prediction tests in limited dependent variable models
type: Item
instance of: scholarly article
title: Prediction tests in limited dependent variable models
zbMATH Open document ID: 0646.62105
DOI: 10.1016/0304-4076(87)90074-1
author: B. George
published in: Journal of Econometrics
publication date: 1987-01-01T00:00:00Z
review text: This paper discusses the problem of assessing the predictive power of a model in the class of limited dependent variable models. The use of dummy variables in this context in standard regression models has been discussed in \textit{D. S. Salkever}, J. Econ. 4, 393-397 (1976; Zbl 0348.62032), however problems emerge if such an approach is taken when the dummy appears in a limit of an integral that has to be evaluated. The paper proposes tests of predictive power which circumvent these problems.
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 4054883
zbMATH Keywords: limited dependent variable models
zbMATH Keywords: dummy variables
zbMATH Keywords: tests of predictive power
MaRDI profile type: Publication
full work available at URL: 0304-4076(87)90074-1
OpenAlex ID: W2043359290
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description: scientific article; zbMATH DE number 4054883