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Volumn 52, Issue 2, 1996, Pages 137-141

Simple LM tests of mis-specification for ordered logit models

Author keywords

Artificial regression; Lagrange multiplier test; Ordered logit

Indexed keywords


EID: 0030305093     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(96)00864-6     Document Type: Article
Times cited : (11)

References (15)
  • 1
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    • Davidson, R.1    Mackinnon, J.G.2
  • 2
    • 0001069101 scopus 로고
    • Model specification tests based on artificial linear regressions
    • Davidson, R. and J.G. MacKinnon, 1984a, Model specification tests based on artificial linear regressions, International Economic Review 25, 485-502.
    • (1984) International Economic Review , vol.25 , pp. 485-502
    • Davidson, R.1    Mackinnon, J.G.2
  • 3
    • 0000627285 scopus 로고
    • Convenient specification tests for the logit and probit models
    • Davidson, R. and J.G. MacKinnon, 1984b, Convenient specification tests for the logit and probit models, Journal of Econometrics 25, 241-262.
    • (1984) Journal of Econometrics , vol.25 , pp. 241-262
    • Davidson, R.1    Mackinnon, J.G.2
  • 5
    • 18844416849 scopus 로고
    • Wald, likelihood ratio and lagrange multiplier tests in econometrics
    • Z. Griliches and M.D. Intriligator, eds., (North-Holland, Amsterdam)
    • Engle, R.F., 1984, Wald, likelihood ratio and Lagrange Multiplier tests in econometrics, in: Z. Griliches and M.D. Intriligator, eds., Handbook of Econometrics, Vol. II (North-Holland, Amsterdam), 775-826.
    • (1984) Handbook of Econometrics , vol.2 , pp. 775-826
    • Engle, R.F.1
  • 7
    • 0021569698 scopus 로고
    • Local asymptotic specification error analysis
    • Kiefer, N.M. and G.R. Skoog, 1984, Local asymptotic specification error analysis, Econometrica 52, 873-885.
    • (1984) Econometrica , vol.52 , pp. 873-885
    • Kiefer, N.M.1    Skoog, G.R.2
  • 8
    • 0001243786 scopus 로고
    • Testing logit models in practice
    • Lechner, M., 1991, Testing logit models in practice, Empirical Economics 16, 77-108.
    • (1991) Empirical Economics , vol.16 , pp. 77-108
    • Lechner, M.1
  • 9
    • 0000698850 scopus 로고
    • Model specification tests and artificial regressions
    • MacKinnon, J.G., 1992, Model specification tests and artificial regressions, Journal of Economic Literature 30, 102-146.
    • (1992) Journal of Economic Literature , vol.30 , pp. 102-146
    • Mackinnon, J.G.1
  • 10
    • 0011421143 scopus 로고
    • Artificial regression based lm tests of mis-specification for discrete choice models
    • Murphy, A., 1994a, Artificial regression based LM tests of mis-specification for discrete choice models, Economic and Social Review 26, 69-74.
    • (1994) Economic and social Review , vol.26 , pp. 69-74
    • Murphy, A.1
  • 11
    • 0011520684 scopus 로고
    • A simple artificial regression based LM test of asymmetry in the logit model
    • Centre for Economic Research, University College Dublin
    • Murphy, A., 1994b, A simple artificial regression based LM test of asymmetry in the logit model, Working Paper 94/17, Centre for Economic Research, University College Dublin.
    • (1994) Working Paper 94/17
    • Murphy, A.1
  • 12
    • 84986398311 scopus 로고
    • Diagnostic tests for models based on individual data; a survey
    • Pagan, A.R. and F. Vella, 1989, Diagnostic tests for models based on individual data; a survey, Journal of Applied Econometrics 4, S29-59.
    • (1989) Journal of Applied Econometrics , vol.4
    • Pagan, A.R.1    Vella, F.2
  • 13
    • 0000443222 scopus 로고
    • On the use of distributional mis-specification checks in limited dependent variable models
    • Smith, R.J., 1989, On the use of distributional mis-specification checks in limited dependent variable models, Economic Journal 99, 178-192.
    • (1989) Economic Journal , vol.99 , pp. 178-192
    • Smith, R.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.