This paper provides a Monte Carlo examination of conditional moment tests for several forms of mis specification in Tobit and Probit models. The experimental design is based on actual data taken from a study of labor supply. Our results indicate that th
This paper develops a posterior simulation method for a dynamic Tobit model. The major ob- stacle ro...
This paper develops a posterior simulation method for a dynamic Tobit model. The major obstacle root...
In this paper we derive general formulae suitable for Monte Carlo computation of conditional expecta...
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
In this paper, we run a Monte Carlo analysis of the finite-sample performance of an Information Matr...
In empirical studies, the probit and logit models are often used without checks for their competing ...
This article provides a uni\u85ed approach to speci\u85cation testing of econo-metric models de\u85n...
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X gi...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We suggest a robust form of conditional moment test as a constructive test for functional misspecifi...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
Statistical inference in multinomial multiperiod probit models has been hindered in the past by the ...
In order to obtain conditional maximum likelihood estimates, the conditioning constants are needed. ...
This paper addresses the issue of detecting misspecified conditional moment restrictions (CMR). We p...
This paper develops a posterior simulation method for a dynamic Tobit model. The major ob- stacle ro...
This paper develops a posterior simulation method for a dynamic Tobit model. The major obstacle root...
In this paper we derive general formulae suitable for Monte Carlo computation of conditional expecta...
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
In this paper, we run a Monte Carlo analysis of the finite-sample performance of an Information Matr...
In empirical studies, the probit and logit models are often used without checks for their competing ...
This article provides a uni\u85ed approach to speci\u85cation testing of econo-metric models de\u85n...
Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X gi...
We propose two classes of consistent tests in parametric econometric models defined through multiple...
We suggest a robust form of conditional moment test as a constructive test for functional misspecifi...
The primary focus of this article is the provision of tests for the validity of a set of conditional...
Statistical inference in multinomial multiperiod probit models has been hindered in the past by the ...
In order to obtain conditional maximum likelihood estimates, the conditioning constants are needed. ...
This paper addresses the issue of detecting misspecified conditional moment restrictions (CMR). We p...
This paper develops a posterior simulation method for a dynamic Tobit model. The major ob- stacle ro...
This paper develops a posterior simulation method for a dynamic Tobit model. The major obstacle root...
In this paper we derive general formulae suitable for Monte Carlo computation of conditional expecta...
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