On the use of the RESET test in microeconometric models
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.
Volume (Year): 7 (2000)
Issue (Month): 6 ()
|Contact details of provider:|| Web page: http://www.tandfonline.com/RAEL20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/RAEL20|
When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:7:y:2000:i:6:p:361-365. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst)
If references are entirely missing, you can add them using this form.