Model Adequacy Checks for Discrete Choice Dynamic Models
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- Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, New Economic School (NES).
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kheifets, Igor & Velasco, Carlos, 2017.
"New goodness-of-fit diagnostics for conditional discrete response models,"
Journal of Econometrics, Elsevier, vol. 200(1), pages 135-149.
- Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924, Cowles Foundation for Research in Economics, Yale University.
- Igor Kheifets & Carlos Velasco, 2017. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924R, Cowles Foundation for Research in Economics, Yale University.
More about this item
KeywordsGoodness of fit; diagnostic test; parametric conditional distribution; discrete choice models; parameter estimation effect; bootstrap;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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