메뉴 건너뛰기




Volumn 42, Issue 3, 2003, Pages 425-444

An illustration of Cox's non-nested testing procedure for logit and probit models

Author keywords

Bootstrap; Discrete choice models; Non nested testing; Simulation based inference

Indexed keywords

DATA REDUCTION; MATHEMATICAL MODELS; SPECIFICATIONS;

EID: 0037471372     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00216-5     Document Type: Article
Times cited : (5)

References (22)
  • 1
    • 84925927966 scopus 로고
    • Testing linear versus logarithmic regression models
    • Aneuryn-Evans, G., Deaton, A., 1980. Testing linear versus logarithmic regression models. Rev. Econom. Stud. 47, 257-291.
    • (1980) Rev. Econom. Stud. , vol.47 , pp. 257-291
    • Aneuryn-Evans, G.1    Deaton, A.2
  • 2
    • 0242477524 scopus 로고    scopus 로고
    • European University Institute Working Paper ECO No. 97/9. Italian version in Ricerche quantitative per la politica economica 1997 (Bank of Italy eds, Roma, 1999)
    • Bardasi, E., Monfardini, C., 1997. The choice of the working sector in Italy: a trivariate probit analysis. European University Institute Working Paper ECO No. 97/9. Italian version in Ricerche quantitative per la politica economica 1997 (Bank of Italy eds, Roma, 1999).
    • (1997) The Choice of the Working Sector in Italy: A Trivariate Probit Analysis
    • Bardasi, E.1    Monfardini, C.2
  • 4
    • 0000793491 scopus 로고
    • Further results on tests of separate families of hypotheses
    • Cox, D.R., 1962. Further results on tests of separate families of hypotheses. J. Roy. Statist. Soc. Ser. B, 24 406-424.
    • (1962) J. Roy. Statist. Soc. Ser. B , vol.24 , pp. 406-424
    • Cox, D.R.1
  • 6
    • 0348177721 scopus 로고
    • Alternative computational approaches to inference in the multinomial probit model
    • Geweke, J., Keane, M., Runkle, D., 1994. Alternative computational approaches to inference in the multinomial probit model. Rev. Econom. Statist., 76 (4), 609-632.
    • (1994) Rev. Econom. Statist. , vol.76 , Issue.4 , pp. 609-632
    • Geweke, J.1    Keane, M.2    Runkle, D.3
  • 10
    • 0000250716 scopus 로고
    • Specification tests in econometrics
    • Hausman, J., 1978. Specification tests in econometrics. Econometrica, 46 1251-1271.
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.1
  • 11
    • 0021575963 scopus 로고
    • Specification tests for the multinomial logit models
    • Hausman, J., McFadden, D., 1984. Specification tests for the multinomial logit models. Econometrica 52, 1219-1239.
    • (1984) Econometrica , vol.52 , pp. 1219-1239
    • Hausman, J.1    McFadden, D.2
  • 12
    • 0242645944 scopus 로고    scopus 로고
    • Simulation encompassing: testing non-nested hypotheses
    • Mizon, G., Marcellino, M. (Eds.), Oxford University Press, Oxford, forthcoming
    • Lu, M.L., Mizon, G.E., Monfardini, C., 2002. Simulation encompassing: testing non-nested hypotheses. In: Mizon, G., Marcellino, M. (Eds.), Progressive Modelling: Encompassing and Hypothesis Testing. Oxford University Press, Oxford, forthcoming.
    • (2002) Progressive Modelling: Encompassing and Hypothesis Testing
    • Lu, M.L.1    Mizon, G.E.2    Monfardini, C.3
  • 13
    • 84913407758 scopus 로고
    • Model specification against non-nested alternatives
    • MacKinnon, J.G., 1983. Model specification against non-nested alternatives. Econometric Rev. 2 (1), 85-110.
    • (1983) Econometric Rev. , vol.2 , Issue.1 , pp. 85-110
    • MacKinnon, J.G.1
  • 15
    • 0018718590 scopus 로고
    • Comparison of normal and logistic models in the bivariate dichotomous analysis
    • Morimune, K., 1979. Comparison of normal and logistic models in the bivariate dichotomous analysis. Econometrica 47, 957-975.
    • (1979) Econometrica , vol.47 , pp. 957-975
    • Morimune, K.1
  • 16
    • 84946321787 scopus 로고
    • On the general problem of model selection
    • Pesaran, M.H., 1974. On the general problem of model selection. Rev. Econom. Stud. 41, 153-171.
    • (1974) Rev. Econom. Stud. , vol.41 , pp. 153-171
    • Pesaran, M.H.1
  • 17
    • 0001222692 scopus 로고
    • Testing nonlinear regression models
    • Pesaran, M.H., Deaton, A.S., 1978. Testing nonlinear regression models. Econometrica 46, 677-694.
    • (1978) Econometrica , vol.46 , pp. 677-694
    • Pesaran, M.H.1    Deaton, A.S.2
  • 18
    • 0000760068 scopus 로고
    • A simulation approach to the problem of computing Cox's statistic for testing non-nested models
    • Pesaran, M.H., Pesaran, B., 1993. A simulation approach to the problem of computing Cox's statistic for testing non-nested models. J. Econometrics 57, 377-392.
    • (1993) J. Econometrics , vol.57 , pp. 377-392
    • Pesaran, M.H.1    Pesaran, B.2
  • 19
    • 0013442768 scopus 로고
    • A non-nested test of level-differenced versus log-differenced stationary models
    • Pesaran, M.H., Pesaran, B., 1995. A non-nested test of level-differenced versus log-differenced stationary models. Econometric Rev. 14 (2), 213-227.
    • (1995) Econometric Rev. , vol.14 , Issue.2 , pp. 213-227
    • Pesaran, M.H.1    Pesaran, B.2
  • 21
    • 0040985729 scopus 로고    scopus 로고
    • Testing binomial and multinomial choice models using Cox's non-nested test
    • Weeks, M., 1996. Testing binomial and multinomial choice models using Cox's non-nested test. J. Amer. Statist. Assoc. (Papers and Proceedings).
    • (1996) J. Amer. Statist. Assoc. (Papers and Proceedings)
    • Weeks, M.1
  • 22
    • 0000204626 scopus 로고
    • Regularity conditions for Cox's test of non-nested hypotheses
    • White, H., 1982. Regularity conditions for Cox's test of non-nested hypotheses. J. Econometrics 1, 301-318.
    • (1982) J. Econometrics , vol.1 , pp. 301-318
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.