Some selection criteria for nested binary choice models: a comparative study
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References listed on IDEAS
- Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain, 1987. "Simulated residuals," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 201-252.
- Kohn, Robert, 1983. "Consistent Estimation of Minimal Subset Dimension," Econometrica, Econometric Society, vol. 51(2), pages 367-376, March.
- Davidson, Russel & MacKinnon, James G., 1983.
"Small sample properties of alternative forms of the Lagrange Multiplier test,"
Elsevier, vol. 12(3-4), pages 269-275.
- Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Paper 439, Economics Department, Queen's University.
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KeywordsConsistency; Selection models; Finite sample analysis; Asymptotic behaviour;
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