Simulated residuals

DOI10.1016/0304-4076(87)90073-XzbMath0619.62057OpenAlexW4239352122MaRDI QIDQ1089705

Eric Renault, Alain Monfort, Alain Trognon, Christian Gouriéroux

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90073-x

zbMATH Keywords

probittestsnonlinear mappingtobitsimulated residualsdiagnostic checksdisequilibrium modelslatent regression modelregression packages

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items

Residual analysis in the grouped and censored normal linear model, Estimating simultaneous equations models by a simulation technique, Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables, The Logit Model in Economics, Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation, Simulation-based inference. A survey with special reference to panel data models, Some selection criteria for nested binary choice models: a comparative study, Decomposition of non-linear models using simulated residuals, Probability‐scale residuals for continuous, discrete, and censored data

Cites Work

• Unnamed Item
• The performance of the likelihood ratio test when the model is incorrect
• Pseudo Maximum Likelihood Methods: Theory
• Asymptotic Properties of Non-Linear Least Squares Estimators