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Convenient Specification Tests for Logit and Probit Models

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  1. Lechner, Michael & Smith, Jeffrey, 2007. "What is the value added by caseworkers?," Labour Economics, Elsevier, vol. 14(2), pages 135-151, April.
  2. Blume, A. & DeJong, D.V. & Neumann, G.R. & Savin, N.E., 1998. "Learning in Sender-Receiver Games," Working Papers 98-02, University of Iowa, Department of Economics.
  3. J. M. C. Santos Silva & Silvana Tenreyro, 2015. "Trading Partners and Trading Volumes: Implementing the Helpman–Melitz–Rubinstein Model Empirically," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 93-105, February.
  4. Goergen, Marc & Renneboog, Luc & Correia da Silva, Luis, 2005. "When do German firms change their dividends?," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 375-399, March.
  5. Thiele, Stephen, 2019. "Detecting underestimates of risk in VaR models," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 12-20.
  6. Adrian Pagan, 1986. "Two Stage and Related Estimators and Their Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 517-538.
  7. Richard Kouamé Moussa, 2019. "Heteroskedasticity in One-Way Error Component Probit Models," Econometrics, MDPI, vol. 7(3), pages 1-22, August.
  8. Chesher, Andrew & Dumangane, Montezuma & Smith, Richard J., 2002. "Duration response measurement error," Journal of Econometrics, Elsevier, vol. 111(2), pages 169-194, December.
  9. Savin, N.E. & Wurtz, A., 1996. "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Working Papers 96-05, University of Iowa, Department of Economics.
  10. Kodila-Tedika, Oasis & Khalifa, Sherif, 2022. "State History and State Fragility in Sub-Saharan Africa," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(4), pages 39-53, December.
  11. Alexandra Ferreira‐Lopes & Pedro Linhares & Luís Filipe Martins & Tiago Neves Sequeira, 2022. "Quantitative easing and economic growth in Japan: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 235-268, February.
  12. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
  13. Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M. 99a04, Universite Aix-Marseille III.
  14. Demirguc-Kunt, Ash & Diwan, Ishac & Spiegel, Mark M., 1997. "Heterogeneity in bank valuation of LDC debt: Evidence from the 1988 Brazilian debt-reduction program," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 535-550, August.
  15. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  16. Dow, W.H., 1995. "Discrete Choice Estimation of Price-Elasticities: The Benefits of Flexible Behavioral Model of Health Care Demand," Papers 95-20, RAND - Labor and Population Program.
  17. Apergis, Nicholas & Tang, Chor Foon, 2013. "Is the energy-led growth hypothesis valid? New evidence from a sample of 85 countries," Energy Economics, Elsevier, vol. 38(C), pages 24-31.
  18. Hoetker, Glenn, 2004. "Confounded Coefficients: Accurately Comparing Logit and Probit Coefficients across Groups," Working Papers 03-0100, University of Illinois at Urbana-Champaign, College of Business.
  19. Wilde, Joachim, 2008. "A simple representation of the Bera-Jarque-Lee test for probit models," Economics Letters, Elsevier, vol. 101(2), pages 119-121, November.
  20. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
  21. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
  22. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
  23. Eichler, Martin & Lechner, Michael, 2002. "An evaluation of public employment programmes in the East German State of Sachsen-Anhalt," Labour Economics, Elsevier, vol. 9(2), pages 143-186, April.
  24. Andreas Blume & Douglas V. DeJong & George R. Neumann & N. E. Savin, 2002. "Learning and communication in sender-receiver games: an econometric investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 225-247.
  25. Asli Demirgüč-Kunt, 1991. "Principal-agent problems in commercial-bank failure decisions," Working Papers (Old Series) 9106, Federal Reserve Bank of Cleveland.
  26. Markus Pannenberg, 1996. "Financing On-The-Job Training: Shared Investment or Promotion Based System?: Evidence from Germany," Discussion Papers of DIW Berlin 135, DIW Berlin, German Institute for Economic Research.
  27. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Leibniz Centre for European Economic Research.
  28. Jari RitsilAa & Mika Haapanen, 2003. "Where do the highly educated migrate? Micro-level evidence from finland," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(4), pages 437-448.
  29. Mika Haapanen & Anu Tokila & Jari Ritsilä, 2005. "When are investment subsidies crucial for investments?," ERSA conference papers ersa05p466, European Regional Science Association.
  30. Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 619-632, Nov.-Dec..
  31. Diwan, Ishac & Demirguc-Kunt, Asli, 1990. "The menu approach to developing country external debt : an analysis of commercial banks'choice behavior," Policy Research Working Paper Series 530, The World Bank.
  32. Esmeralda A. Ramalho & Joaquim J. S. Ramalho & José M. R. Murteira, 2014. "A Generalized Goodness-of-functional Form Test for Binary and Fractional Regression Models," Manchester School, University of Manchester, vol. 82(4), pages 488-507, July.
  33. Michael Lechner, 2000. "An Evaluation of Public-Sector-Sponsored Continuous Vocational Training Programs in East Germany," Journal of Human Resources, University of Wisconsin Press, vol. 35(2), pages 347-375.
  34. Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, vol. 157(1), pages 110-119, July.
  35. Prasanna, R.P.I.R. & Bulankulama, S.W.G.K. & Kuruppuge, R.H., 2012. "Factors Affecting Farmers` Higher Gain from Paddy Marketing: A Case Study on Paddy Farmers in North Central Province, Sri Lanka," International Journal of Agricultural Management and Development (IJAMAD), Iranian Association of Agricultural Economics, vol. 2(1), pages 1-13, March.
  36. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
  37. Isabel Proenca & Joao Santos Silva, 2005. "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics 0508008, University Library of Munich, Germany.
  38. Lauk Martina, 2003. "Ökonometrische Analyse der Entscheidungspraxis des Bundeskartellamtes / Econometric Analysis of the Decisions of the German Federal Cartel Office," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(6), pages 680-711, December.
  39. Vasile Dinu & Sorin Paul Lazar & Iustin Atanasiu Pop, 2021. "Factors That Influence the Adoption of the Internet of Things in Tourism by Romanian Consumers," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(57), pages 360-360.
  40. Fanny Bastian & Nicolas Poussing, 2023. "Analyzing the employee/employer relationships in the corporate social responsibility context: An empirical investigation of SMEs," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(4), pages 2011-2020, July.
  41. Lennox, Clive, 2000. "Do companies successfully engage in opinion-shopping? Evidence from the UK," Journal of Accounting and Economics, Elsevier, vol. 29(3), pages 321-337, June.
  42. Brown, Jeff E. & Ethridge, Don E., 1995. "Functional Form Model Specification: An Application To Hedonic Pricing," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 24(2), pages 1-8, October.
  43. Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
  44. Juan Luis Santos & María Teresa Fernández Fernández, 2023. "The spread of urban–rural areas and rural depopulation in central Spain," Regional Science Policy & Practice, Wiley Blackwell, vol. 15(4), pages 863-877, May.
  45. Yann Bramoullé & Kenan Huremovic, 2017. "Promotion through Connections: Favors or Information?," Working Papers halshs-01577251, HAL.
  46. Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.
  47. Tetsuji Yamada & Michael Kendix & Tadashi Yamada, 1996. "The impact of alcohol consumption and marijuana use on high school graduation," Health Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 77-92, January.
  48. Carlsson, Fredrik & Johansson-Stenman, Olof, 2006. "Should We Trust Hypothetical Referenda? Test and Identification Problems," Working Papers in Economics 189, University of Gothenburg, Department of Economics, revised 24 Jan 2006.
  49. Erin B. Kaheny & Susan Brodie Haire & Sara C. Benesh, 2008. "Change over Tenure: Voting, Variance, and Decision Making on the U.S. Courts of Appeals," American Journal of Political Science, John Wiley & Sons, vol. 52(3), pages 490-503, July.
  50. George R. Neumann & Nathan E. Savin, 2000. "Learning and Communication in Sender-Receiver Games: An Econometric Investigation," Econometric Society World Congress 2000 Contributed Papers 1852, Econometric Society.
  51. Justice G. Djokoto & Ferguson K. Gidiglo & Francis Y. Srofenyoh & Kofi Aaron A-O. Agyei-Henaku & Akua A. Afrane Arthur & Charlotte Badu-Prah & John Fry, 2020. "Sectoral and spatio-temporal differentiation in technical efficiency: A meta-regression," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1773659-177, January.
  52. Russell Davidson & Victoria Zinde‐Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
  53. repec:ebl:ecbull:v:3:y:2005:i:1:p:1-6 is not listed on IDEAS
  54. Ioana-Nicoleta Abrudan & Ciprian-Marcel Pop & Paul-Sorin Lazăr, 2020. "Using a General Ordered Logit Model to Explain the Influence of Hotel Facilities, General and Sustainability-Related, on Customer Ratings," Sustainability, MDPI, vol. 12(21), pages 1-22, November.
  55. Owen O'Donnell, 1993. "Income transfers and the labour market participation of disabled individuals in the UK," Health Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 139-148, July.
  56. Granger, Maury D. & Price, Gregory N., 2007. "The tree of science and original sin: Do christian religious beliefs constrain the supply of scientists?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(1), pages 144-160, February.
  57. Jeffery Gunther & Linda Hooks & Kenneth Robinson, 2000. "Adverse Selection and Competing Deposit Insurance Systems in Pre-Depression Texas," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(3), pages 237-258, September.
  58. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
  59. Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2009. "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Quantitative Finance, Taylor & Francis Journals, vol. 9(5), pages 621-636.
  60. Kodila-Tedika, Oasis & Khalifa, Sherif, 2019. "State History and State Fragility: Evidence from Sub-Saharan Africa," MPRA Paper 97871, University Library of Munich, Germany.
  61. Young, Gary & Valdez, Emiliano A. & Kohn, Robert, 2009. "Multivariate probit models for conditional claim-types," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 214-228, April.
  62. Arduini, Davide & Belotti, Federico & Denni, Mario & Giungato, Gerolamo & Zanfei, Antonello, 2010. "Technology adoption and innovation in public services the case of e-government in Italy," Information Economics and Policy, Elsevier, vol. 22(3), pages 257-275, July.
  63. Thomas, Jonathan M., 1998. "Ethnic Variation in Commuting Propensity and Unemployment Spells: Some U.K. Evidence," Journal of Urban Economics, Elsevier, vol. 43(3), pages 385-400, May.
  64. Lechner, Michael, 1995. "Effects of continuous off-the-job training in East Germany after unification," ZEW Discussion Papers 95-27, ZEW - Leibniz Centre for European Economic Research.
  65. D. Fabbri & C. Monfardini & R. Radice, 2004. "Testing exogeneity in the bivariate probit model: Monte Carlo evidence and an application to health economics," Working Papers 514, Dipartimento Scienze Economiche, Universita' di Bologna.
  66. Sunil Sapra, 2005. ""A regression error specification test (RESET) for generalized linear models"," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-6.
  67. Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011. "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 19-68, February.
  68. José Baptista & Joaquim Ramalho & J. Vidigal da Silva, 2006. "Understanding the microenterprise sector to design a tailor-made microfinance policy for Cape Verde," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 5(3), pages 225-241, December.
  69. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
  70. Hanemann, W. Michael & Kanninen, Barbara, 1996. "The Statistical Analysis Of Discrete-Response Cv Data," CUDARE Working Papers 25022, University of California, Berkeley, Department of Agricultural and Resource Economics.
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  72. Ioanna Fanariotu & Dimitris Skuras, 2004. "The Contribution of Scenic Beauty Indicators in Estimating Environmental Welfare Measures: A Case Study," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 65(2), pages 145-165, January.
  73. David Magaña-Lemus & Ariun Ishdorj & C. Parr Rosson & Jorge Lara-Álvarez, 2016. "Determinants of household food insecurity in Mexico," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 4(1), pages 1-20, December.
  74. Brunetti, Michael J., 2006. "The estate tax and the demise of the family business," Journal of Public Economics, Elsevier, vol. 90(10-11), pages 1975-1993, November.
  75. James G. MacKinnon & Russell Davidson, 2000. "Improving The Reliability Of Bootstrap Tests," Working Paper 995, Economics Department, Queen's University.
  76. Brahim Gaies, Khaled Guesmi, Thomas Porcher, Raphael Boroumand, 2020. "Financial instability and oil price fluctuations: evidence from oil exporting developing countries," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 17(1), pages 55-71, June.
  77. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
  78. Christoph M. Rheinberger & James K. Hammitt, 2018. "Dinner with Bayes: On the revision of risk beliefs," Journal of Risk and Uncertainty, Springer, vol. 57(3), pages 253-280, December.
  79. Davidson, Russell & MacKinnon, James G., 1996. "The Power of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273372, Queen's University - Department of Economics.
  80. Jouneau-Sion, Frederic & Torres, Olivier, 2006. "MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm," Journal of Econometrics, Elsevier, vol. 133(2), pages 479-512, August.
  81. Blume, A. & DeJong, D.V. & Neumann, G. & Savin, N.E., 2000. "Learning and Communication in Sender-Reciever Games : An Economic Investigation," Other publications TiSEM 138dc36b-5269-421a-9e79-b, Tilburg University, School of Economics and Management.
  82. Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
  83. Fortney, Jennifer & Arano, Kathryn G. & Jacobson, Michael, 2011. "An evaluation of West Virginia's Managed Timberland Tax Incentive Program," Forest Policy and Economics, Elsevier, vol. 13(1), pages 69-78, January.
  84. Keith F. Gilsdorf & Vasant Sukhatme, 2008. "Tournament incentives and match outcomes in women's professional tennis," Applied Economics, Taylor & Francis Journals, vol. 40(18), pages 2405-2412.
  85. Keith F. Gilsdorf & Vasant A. Sukhatme, 2008. "Testing Rosen's Sequential Elimination Tournament Model," Journal of Sports Economics, , vol. 9(3), pages 287-303, June.
  86. Cecilio Mar-Molinero & Carlos Serrano-Cinca, 2001. "Bank failure: a multidimensional scaling approach," The European Journal of Finance, Taylor & Francis Journals, vol. 7(2), pages 165-183.
  87. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
  88. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  89. Lennox, Clive, 1999. "Identifying failing companies: a re-evaluation of the logit, probit and DA approaches," Journal of Economics and Business, Elsevier, vol. 51(4), pages 347-364, July.
  90. Teresa Aparicio & Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(2), pages 167-182.
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  92. Mizab, Kolsoum Azizi & Falsafian, Azadeh, 2017. "Factors Affecting Land Allocation to Saffron and its Expansion in Marand County, Iran," International Journal of Agricultural Management and Development (IJAMAD), Iranian Association of Agricultural Economics, vol. 7(2), June.
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