FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W173878291> ?p ?o ?g. }

• W173878291 endingPage "149" @default.
• W173878291 startingPage "135" @default.
• W173878291 abstract "This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of the probability of future events. In particular, we test the static and dynamic ordered choice model specifications and can cover infinite support distributions for e.g. count data. The traditional approach for specification testing of discrete response models is based on probability integral transforms of a jittered discrete data which leads to continuous uniform iid series under the true conditional distribution. Then, standard specification testing techniques for continuous variables could be applied to the transformed series, but the extra randomness from jitters affects the power properties of these methods. We investigate in this paper an alternative transformation based only on original discrete data that avoids any randomization. We analyze the asymptotic properties of goodness-of-fit tests based on this new transformation and explore the properties in finite samples of a bootstrap algorithm to approximate the critical values of test statistics which are model and parameter dependent. We show analytically and in simulations that our approach dominates the methods based on randomization in terms of power. We apply the new tests to models of the monetary policy conducted by the Federal Reserve." @default.
• W173878291 created "2016-06-24" @default.
• W173878291 creator A5021055121 @default.
• W173878291 creator A5038712288 @default.
• W173878291 date "2017-09-01" @default.
• W173878291 modified "2023-09-27" @default.
• W173878291 title "New goodness-of-fit diagnostics for conditional discrete response models" @default.
• W173878291 cites W1965708531 @default.
• W173878291 cites W1966441155 @default.
• W173878291 cites W1972707698 @default.
• W173878291 cites W1976232887 @default.
• W173878291 cites W1983125795 @default.
• W173878291 cites W1989670262 @default.
• W173878291 cites W1995565517 @default.
• W173878291 cites W1999053581 @default.
• W173878291 cites W2019362732 @default.
• W173878291 cites W2030303400 @default.
• W173878291 cites W2034438826 @default.
• W173878291 cites W2042266483 @default.
• W173878291 cites W2054250120 @default.
• W173878291 cites W2055118480 @default.
• W173878291 cites W2056690271 @default.
• W173878291 cites W2071194116 @default.
• W173878291 cites W2072439772 @default.
• W173878291 cites W2086290220 @default.
• W173878291 cites W2107703501 @default.
• W173878291 cites W2118229469 @default.
• W173878291 cites W2143809963 @default.
• W173878291 cites W2144292048 @default.
• W173878291 cites W2159231063 @default.
• W173878291 cites W3104996773 @default.
• W173878291 cites W3122229406 @default.
• W173878291 cites W3122500406 @default.
• W173878291 cites W3122911413 @default.
• W173878291 cites W3123292615 @default.
• W173878291 cites W3125394553 @default.
• W173878291 doi "https://doi.org/10.1016/j.jeconom.2017.05.017" @default.
• W173878291 hasPublicationYear "2017" @default.
• W173878291 type Work @default.
• W173878291 sameAs 173878291 @default.
• W173878291 citedByCount "1" @default.
• W173878291 countsByYear W1738782912018 @default.
• W173878291 crossrefType "journal-article" @default.
• W173878291 hasAuthorship W173878291A5021055121 @default.
• W173878291 hasAuthorship W173878291A5038712288 @default.
• W173878291 hasBestOaLocation W1738782912 @default.
• W173878291 hasConcept C104317684 @default.
• W173878291 hasConcept C105795698 @default.
• W173878291 hasConcept C11413529 @default.
• W173878291 hasConcept C125112378 @default.
• W173878291 hasConcept C132480984 @default.
• W173878291 hasConcept C143724316 @default.
• W173878291 hasConcept C149782125 @default.
• W173878291 hasConcept C151730666 @default.
• W173878291 hasConcept C185592680 @default.
• W173878291 hasConcept C204241405 @default.
• W173878291 hasConcept C28826006 @default.
• W173878291 hasConcept C33923547 @default.
• W173878291 hasConcept C41008148 @default.
• W173878291 hasConcept C43555835 @default.
• W173878291 hasConcept C55493867 @default.
• W173878291 hasConcept C86803240 @default.
• W173878291 hasConcept C87007009 @default.
• W173878291 hasConceptScore W173878291C104317684 @default.
• W173878291 hasConceptScore W173878291C105795698 @default.
• W173878291 hasConceptScore W173878291C11413529 @default.
• W173878291 hasConceptScore W173878291C125112378 @default.
• W173878291 hasConceptScore W173878291C132480984 @default.
• W173878291 hasConceptScore W173878291C143724316 @default.
• W173878291 hasConceptScore W173878291C149782125 @default.
• W173878291 hasConceptScore W173878291C151730666 @default.
• W173878291 hasConceptScore W173878291C185592680 @default.
• W173878291 hasConceptScore W173878291C204241405 @default.
• W173878291 hasConceptScore W173878291C28826006 @default.
• W173878291 hasConceptScore W173878291C33923547 @default.
• W173878291 hasConceptScore W173878291C41008148 @default.
• W173878291 hasConceptScore W173878291C43555835 @default.
• W173878291 hasConceptScore W173878291C55493867 @default.
• W173878291 hasConceptScore W173878291C86803240 @default.
• W173878291 hasConceptScore W173878291C87007009 @default.
• W173878291 hasFunder F4320310214 @default.
• W173878291 hasFunder F4320325116 @default.
• W173878291 hasIssue "1" @default.
• W173878291 hasLocation W1738782911 @default.
• W173878291 hasLocation W1738782912 @default.
• W173878291 hasLocation W1738782913 @default.
• W173878291 hasLocation W1738782914 @default.
• W173878291 hasOpenAccess W173878291 @default.
• W173878291 hasPrimaryLocation W1738782911 @default.
• W173878291 hasRelatedWork W173878291 @default.
• W173878291 hasRelatedWork W2000822236 @default.
• W173878291 hasRelatedWork W2023731241 @default.
• W173878291 hasRelatedWork W2035087110 @default.
• W173878291 hasRelatedWork W2081352793 @default.
• W173878291 hasRelatedWork W2133650713 @default.
• W173878291 hasRelatedWork W2532143831 @default.
• W173878291 hasRelatedWork W2903909660 @default.
• W173878291 hasRelatedWork W3125642994 @default.

• next