Specification testing for binary choice model via maximum score

DOI10.1016/J.ECONLET.2026.112929MaRDI QIDQ7239502zbMATH OpenFDO

Authors Yuta Ota, Taisuke Otsu

Publication date 8 May 2026

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

cube root asymptoticsspecification testingbinary choicemaximum score

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A New Form of the Information Matrix Test
• Bootstrap-based inference for cube root asymptotics
• Cube root asymptotics
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Maximum score estimation of the stochastic utility model of choice
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
• The Covariance Matrix of the Information Matrix Test
• The size bias of White's information matrix test

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