A simple artificial regression based test of the fit of binary choice models
|Title:||A simple artificial regression based test of the fit of binary choice models||Authors:||Murphy, Anthony||Permanent link:||http://hdl.handle.net/10197/1761||Date:||Oct-1994||Abstract:||A simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form of the conditional moment test.||Type of material:||Working Paper||Publisher:||University College Dublin. School of Economics||Series/Report no.:||UCD Centre for Economic Research Working Paper Series; WP94/18||Keywords:||Binary choice models; Fit; Conditional moment test; Outer product gradient form||Subject LCSH:||Econometrics--Mathematical models
|Language:||en||Status of Item:||Not peer reviewed|
|Appears in Collections:||Economics Working Papers & Policy Papers|
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