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Volumn 11, Issue 6, 1996, Pages 619-632

Econometric methods for fractional response variables with an application to 401 (k) plan participation rates

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EID: 21444437521     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199611)11:6<619::AID-JAE418>3.0.CO;2-1     Document Type: Article
Times cited : (2731)

References (14)
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    • 0000627285 scopus 로고
    • Convenient specification tests for logit and probit models
    • Davidson, R. and J. G. MacKinnon(1984), 'Convenient specification tests for logit and probit models', Journal of Econometrics, 24, 241-262.
    • (1984) Journal of Econometrics , vol.24 , pp. 241-262
    • Davidson, R.1    MacKinnon, J.G.2
  • 2
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    • Smearing estimate: A nonparametric retransformation method
    • Duan, N. (1983), 'Smearing estimate: a nonparametric retransformation method', Journal of the American Statistical Association, 78, 605-610.
    • (1983) Journal of the American Statistical Association , vol.78 , pp. 605-610
    • Duan, N.1
  • 3
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    • Wald, likelihood ratio, and Lagrange multiplier statistics in econometrics
    • Z. Griliches and M. D. Intriligator (eds), North-Holland, Amsterdam
    • Engle, R. F. (1984), 'Wald, likelihood ratio, and Lagrange multiplier statistics in econometrics', in Z. Griliches and M. D. Intriligator (eds), Handbook of Econometrics, Volume 2, 776-828, North-Holland, Amsterdam.
    • (1984) Handbook of Econometrics , vol.2 , pp. 776-828
    • Engle, R.F.1
  • 4
    • 0001300935 scopus 로고
    • Pseudo-maximum likelihood methods: Theory
    • Gourieroux, C., A. Monfort and A. Trognon (1984), 'Pseudo-maximum likelihood methods: theory', Econometrica, 52, 681-700.
    • (1984) Econometrica , vol.52 , pp. 681-700
    • Gourieroux, C.1    Monfort, A.2    Trognon, A.3
  • 5
    • 24944489708 scopus 로고
    • Variable augmentation specification tests in the exponential family
    • Gurmu, S. and P. K. Trivedi (1993), 'Variable augmentation specification tests in the exponential family', Econometric Theory, 9, 94-113.
    • (1993) Econometric Theory , vol.9 , pp. 94-113
    • Gurmu, S.1    Trivedi, P.K.2
  • 10
    • 0001235830 scopus 로고
    • Participation in and contributions to 401 (k) pension plans: Evidence from plan data
    • Papke, L. E. (1995), 'Participation in and contributions to 401 (k) pension plans: evidence from plan data,' Journal of Human Resources, 30, 311-325.
    • (1995) Journal of Human Resources , vol.30 , pp. 311-325
    • Papke, L.E.1
  • 12
    • 0000619128 scopus 로고
    • Tests for specification errors in classical linear least squares regression analysis
    • Ramsey, J. B. (1969), 'Tests for specification errors in classical linear least squares regression analysis', Journal of the Royal Statistical Society, Series B 31, 350-371.
    • (1969) Journal of the Royal Statistical Society, Series B , vol.31 , pp. 350-371
    • Ramsey, J.B.1
  • 13
    • 0002425866 scopus 로고
    • On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
    • Wooldridge, J. M. (1991a), 'On the application of robust, regression-based diagnostics to models of conditional means and conditional variances', Journal of Econometrics, 47, 5-46.
    • (1991) Journal of Econometrics , vol.47 , pp. 5-46
    • Wooldridge, J.M.1
  • 14
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    • Specification testing and quasi-maximum likelihood estimation
    • Wooldridge, J. M. (1991b), 'Specification testing and quasi-maximum likelihood estimation', Journal of Econometrics, 48, 29-55.
    • (1991) Journal of Econometrics , vol.48 , pp. 29-55
    • Wooldridge, J.M.1


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