A supremum-type RESET test for binary choice models

Esmeralda Ramalho (), Joaquim Ramalho () and Jose Murteira ()
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Jose Murteira: Faculdade de Economia, Universidade de Coimbra and CEMAPRE

Economics Bulletin, 2012, vol. 32, issue 1, 905-912

Abstract: This note introduces a supremum-type RESET statistic for testing the specification of binary choice regression models. A Monte Carlo simulation study reveals very promising results for the proposed statistic.

Keywords: binary models; RESET; misspecification; supremum; bootstrap. (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2012-03-19
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Citations: View citations in EconPapers (1)

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