A generalized goodness-of-functional form test for binary and fractional regression models
Download full text from publisher
Other versions of this item:
- 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.
References listed on IDEAS
- 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.
- Esmeralda A. Ramalho & Joaquim Ramalho, 2010. "Alternative versions of the RESET test for binary response index models: a comparative study," CEFAGE-UE Working Papers 2010_09, University of Evora, CEFAGE-UE (Portugal).
- 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.
- J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
- 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,"
Taylor & Francis Journals, pages 621-636.
- Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2006. "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Economics Working Papers 9_2006, University of Évora, Department of Economics (Portugal).
- 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..
- Leslie E. Papke & Jeffrey M. Wooldridge, 1993. "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers 0147, National Bureau of Economic Research, Inc.
- Bera, Anil K & Jarque, Carlos M & Lee, Lung-Fei, 1984. "Testing the Normality Assumption in Limited Dependent Variable Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 563-578, October.
- Poirier, Dale J., 1980. "A lagrange multiplier test for skewness in binary logit models," Economics Letters, Elsevier, vol. 5(2), pages 141-143.
- Koenker, Roger & Yoon, Jungmo, 2009. "Parametric links for binary choice models: A Fisherian-Bayesian colloquy," Journal of Econometrics, Elsevier, vol. 152(2), pages 120-130, October.
- 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.
- Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2009. "Alternative estimating and testing empirical strategies for fractional regression models," CEFAGE-UE Working Papers 2009_08, University of Evora, CEFAGE-UE (Portugal).
- John Xu Zheng, 1996. "A consistent test of functional form via nonparametric estimation techniques," Journal of Econometrics, Elsevier, vol. 75(2), pages 263-289, December.
- Whang, Yoon-Jae, 2000. "Consistent bootstrap tests of parametric regression functions," Journal of Econometrics, Elsevier, vol. 98(1), pages 27-46, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Alperovych, Yan & Hübner, Georges & Lobet, Fabrice, 2015. "How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium," Journal of Business Venturing, Elsevier, vol. 30(4), pages 508-525.
- Silva, Vânia G. & Ramalho, Esmeralda A. & Vieira, Carlos R., 2016. "The impact of SEPA in credit transfer payments: Evidence from the euro area," Research in International Business and Finance, Elsevier, pages 404-416.
- Harald Oberhofer & Michael Pfaffermayr, 2014.
"Two-Part Models for Fractional Responses Defined as Ratios of Integers,"
MDPI, Open Access Journal, vol. 2(3), pages 1-22, September.
- Harald Oberhofer & Michael Pfaffermayr, 2014. "Two-Part Models for Fractional Responses Defined as Ratios of Integers," WIFO Working Papers 472, WIFO.
- Ivan Diaz-Rainey & John Ashton & Maz Yap & Murat Genc & Rosalind Whiting, 2015. "The determinants of regulatory responses to risks from financial innovation: Survey evidence from G20," Working Papers 15001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
More about this item
KeywordsBinary data; Fractional data; Conditional mean tests; LM tests.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-24 (All new papers)
- NEP-ECM-2013-06-24 (Econometrics)
- NEP-ORE-2013-06-24 (Operations Research)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cfe:wpcefa:2013_09. 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: (Angela Pacheco). General contact details of provider: http://edirc.repec.org/data/cfevopt.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.