Model Adequacy Checks for Discrete Choice Dynamic Models
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- Kheifets, Igor & Velasco, Carlos, 2017.
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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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-28 (All new papers)
- NEP-DCM-2012-03-28 (Discrete Choice Models)
- NEP-ECM-2012-03-28 (Econometrics)
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