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A supremum-type RESET test for binary choice models

  • 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)

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.

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File URL: http://www.accessecon.com/Pubs/EB/2012/Volume32/EB-12-V32-I1-P85.pdf
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Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 32 (2012)
Issue (Month): 1 ()
Pages: 905-912

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Handle: RePEc:ebl:ecbull:eb-12-00046
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  1. 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, 02.
  2. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
  3. Hansen, B.E., 1991. "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER).
  4. 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 S29-59, Supplemen.
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