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Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression

Published online by Cambridge University Press:  11 February 2009

Shiferaw Gurmu
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 12 , Issue 5 , December 1996 , pp. 872 - 874
Copyright
Copyright © Cambridge University Press 1996

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References

REFERENCES

Davidson, R. & MacKinnon, J. (1984) Convenient specification tests for Logit and Probit models. Journal of Econometrics 25, 241–262.CrossRefGoogle Scholar
Gurmu, S. & Trivedi, P.K. (1993) Variable augmentation specification tests in the exponential family. Econometric Theory 9, 94–113.CrossRefGoogle Scholar