New goodness-of-fit diagnostics for conditional discrete response models
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Publication:2398981
DOI10.1016/j.jeconom.2017.05.017zbMath1388.62259arXiv1706.00378OpenAlexW173878291MaRDI QIDQ2398981
Carlos Velasco, Igor L. Kheifets
Publication date: 21 August 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.00378
count dataspecification testsordered choice modeldynamic discrete choice modelsconditional probability integral transform
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)
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