Document details

A supremum-type RESET test for binary choice models

Author(s): Ramalho, Esmeralda ; Ramalho, Joaquim ; Murteira, José

Date: 2013

Persistent ID: http://hdl.handle.net/10174/7149

Origin: Repositório Científico da Universidade de Évora


Description

This note introduces a supremum-type RESET statistic for testing the specification of binary choice regression models. A Monte Carlo simulation study reveals very promising results for the proposed statistic.

Document Type Journal article
Language English
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