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A supremum-type RESET test for binary choice models

Author

Listed:
  • Esmeralda Ramalho

    () (Department of Economics and CEFAGE, Universidade de Evora)

  • Joaquim Ramalho

    () (Departament of Economics and CEFAGE, Universidade de Evora)

  • Jose M.R. Murteira

    () (Faculdade de Economia, Universidade de Coimbra and CEMAPRE)

Abstract

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.

Suggested Citation

  • Esmeralda Ramalho & Joaquim Ramalho & Jose M.R. Murteira, 2012. "A supremum-type RESET test for binary choice models," Economics Bulletin, AccessEcon, vol. 32(1), pages 905-912.
  • Handle: RePEc:ebl:ecbull:eb-12-00046
    as

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    References listed on IDEAS

    as
    1. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
    2. Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
    3. Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2012. "Alternative Versions of the RESET Test for Binary Response Index Models: A Comparative Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 107-130, February.
    4. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    5. Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 29-59, Supplemen.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    binary models; RESET; misspecification; supremum; bootstrap.;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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