Simulated residuals

DOI10.1016/0304-4076(87)90073-XzbMATH Open0619.62057OpenAlexW4239352122MaRDI QIDQ1089705FDOQ1089705

Authors: Alain Monfort, Eric Renault, Christian Gouriéroux, Alain Trognon 

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

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zbMATH Keywords

probitnonlinear mappingteststobitsimulated residualsdiagnostic checksdisequilibrium modelslatent regression modelregression packages

Mathematics Subject Classification ID

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

Cites Work

• Pseudo Maximum Likelihood Methods: Theory
• Title not available (Why is that?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• The performance of the likelihood ratio test when the model is incorrect

Cited In (10)

• Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
• 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
• Estimating simultaneous equations models by a simulation technique
• Simulation-based inference. A survey with special reference to panel data models
• The Logit Model in Economics
• Quasi-likelihood estimation of a censored autoregressive model with exogenous variables
• Generalised residuals
• Residual analysis in the grouped and censored normal linear model

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