Please use this identifier to cite or link to this item:
http://hdl.handle.net/10174/12852
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| Title: | A GENERALIZED GOODNESS-OF-FUNCTIONAL FORM TEST FOR BINARY AND FRACTIONAL REGRESSION MODELS |
| Authors: | Ramalho, Esmeralda
Ramalho, Joaquim
Murteira, José |
| Issue Date: | 2014 |
| Citation: | Ramalho, E.A., J.J.S. Ramalho and J.M.R. Murteira (2014), "A generalized goodness-of-functional form test for binary and fractional regression models", Manchester School, 82(4), 488-507. |
| Abstract: | This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint significance of two simple functions of the fitted index and is based on a very flexible parametric generalization of the postulated model. A Monte Carlo study reveals a promising behaviour for the new
test, which compares favourably with that of the well-known RESET test as well as with tests where the alternative model is non-parametric. |
| URI: | http://hdl.handle.net/10174/12852 |
| Type: | article |
| Appears in Collections: | ECN - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica
CEFAGE - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica
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CEFAGE - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica /
