SIMULTANEOUS SPECIFICATION TEST IN A BINARY LOGIT MODEL - SKEWNESS AND HETEROSCEDASTICITY

被引：5

|

作者：

MOON, CG

机构：

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1988年 / 17卷 / 10期

关键词：

D O I：

10.1080/03610928808829809

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：3361 / 3387

页数：27

相关论文

共 50 条

[21] Test of heteroscedasticity in a regression model in the presence of measurement errors
Wallentin, B
Ågren, A
ECONOMICS LETTERS, 2002, 76 (02) : 205 - 211
[22] STEPWISE SELECTION OF EXPLANATORY VARIABLES IN THE BINARY LOGIT MODEL
NORDBERG, L
SCANDINAVIAN JOURNAL OF STATISTICS, 1981, 8 (01) : 17 - 26
[23] Predictive performance of the binary logit model in unbalanced samples
Cramer, JS
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1999, 48 : 85 - 94
[24] An Improvement of the Binary Logit Model for Trip Generation Forecasting
Li, Chunyan
Chen, Jun
2009 INTERNATIONAL CONFERENCE ON MEASURING TECHNOLOGY AND MECHATRONICS AUTOMATION, VOL III, 2009, : 462 - 465
[25] A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
Lejeune, Bernard
JOURNAL OF EMPIRICAL FINANCE, 2009, 16 (03) : 507 - 523
[26] A DIAGNOSTIC-TEST FOR THE MULTINOMIAL LOGIT MODEL
TSE, YK
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1987, 5 (02) : 283 - 286
[27] Significance test in nonstationary multinomial logit model
Chu, Chia-Shang J.
Liu, Nan
Zhang, Lina
ECONOMICS LETTERS, 2016, 143 : 94 - 98
[28] A SEMIPARAMETRIC MODEL FOR BINARY RESPONSE AND CONTINUOUS OUTCOMES UNDER INDEX HETEROSCEDASTICITY
Klein, Roger
Vella, Francis
JOURNAL OF APPLIED ECONOMETRICS, 2009, 24 (05) : 735 - 762
[29] A SIMPLE-MODEL FOR HETEROGENEITY IN BINARY LOGIT-MODELS
BEGGS, JJ
ECONOMICS LETTERS, 1988, 27 (03) : 245 - 249
[30] Analysis of Transportation Infrastructure Facilities Using Binary Logit Model
Sushmitha, Ramireddy
Srikanth, Seelam
Lecture Notes in Civil Engineering, 2024, 545 LNCE : 439 - 455

← 1 2 3 4 5 →