A simple artificial regression based LM test of asymmetry in the logit model

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dc.contributor.author Murphy, Anthony
dc.date.accessioned 2010-01-12T16:47:56Z
dc.date.available 2010-01-12T16:47:56Z
dc.date.issued 1994-10
dc.identifier.other 199417 en
dc.identifier.uri http://hdl.handle.net/10197/1752
dc.description.abstract A simple and convenient artificial regression based LM tests of asymmetry in the logit model is derived. The test does not use the outer product gradient (OPG) form and in thus likely to have fairly good small sample properties. en
dc.description.externalNotes A hard copy is available in UCD Library at GEN 330.08 IR/UNI en
dc.format.extent 241796 bytes
dc.format.mimetype application/pdf
dc.language.iso en en
dc.publisher University College Dublin. School of Economics en
dc.relation.ispartofseries UCD Centre for Economic Research Working Paper Series en
dc.relation.ispartofseries WP94/17 en
dc.subject Logit model en
dc.subject Asymmetry en
dc.subject LM tests en
dc.subject Artificial regression en
dc.subject.classification C35 en
dc.subject.lcsh Econometrics--Mathematical models en
dc.subject.lcsh Regression analysis en
dc.title A simple artificial regression based LM test of asymmetry in the logit model en
dc.type Working Paper en
dc.internal.availability Full text available en
dc.status Not peer reviewed en
dc.type.capturetechnique PDFimage en
dc.neeo.contributor Murphy|Anthony|aut| en


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