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On the use of the RESET test in microeconometric models

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  • Simon Peters
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    Abstract

    The letter notes that a generalized RESET test can be employed as a test for misspecification in a variety of parametric and semi-parametric micro-econometric models. The test's performance is illustrated using three models commonly used in labour supply studies: the linear, censored (Tobit), and duration (Weibull) regression models. All are estimated by fully parametric (maximum likelihood) and semiparametric methods. Comments are provided on the finite sample performance of the test.

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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Applied Economics Letters.

    Volume (Year): 7 (2000)
    Issue (Month): 6 ()
    Pages: 361-365

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    Handle: RePEc:taf:apeclt:v:7:y:2000:i:6:p:361-365

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    Cited by:
    1. Hong, Seung Hyun & Phillips, Peter C. B., 2010. "Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
    2. Samer Al-Samarrai & Barry Reilly, 2005. "Education, Employment and Earnings of Secondary School-Leavers in Tanzania: Evidence from a Tracer Study," PRUS Working Papers 31, Poverty Research Unit at Sussex, University of Sussex.
    3. Ángel López Nicolás, 2001. "How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey," Economics Working Papers 548, Department of Economics and Business, Universitat Pompeu Fabra.
    4. Ángel López Nicolás, 2001. "How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey," Working Papers, Research Center on Health and Economics 548, Department of Economics and Business, Universitat Pompeu Fabra.
    5. Boriss Siliverstovs & Dieter Schumacher, 2009. "Estimating gravity equations: to log or not to log?," Empirical Economics, Springer, vol. 36(3), pages 645-669, June.
    6. Julie Litchfield & Barry Reilly & Mario Veneziani, 2010. "An Analysis of Life Satisfaction in Albania: An Heteroscedastic Ordered Probit Model Approach," Working Paper Series 0310, Department of Economics, University of Sussex.

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