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- W1984174889 abstract "We propose a consistent kernel-based specification test for conditional density models when the dependent variable is categorical/discrete. The method is applicable to popular parametric binary choice models such as the logit and probit specification and their multinomial and ordered counterparts, along with parametric count models, among others. The test is valid when the conditional density function contains both categorical and real-valued covariates. Theoretical support for the test and for a bootstrap-based version of the test is provided. Monte Carlo simulations are conducted to assess the finite-sample performance of the proposed method." @default.
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- W1984174889 date "2012-07-30" @default.
- W1984174889 modified "2023-10-05" @default.
- W1984174889 title "A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES" @default.
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- W1984174889 doi "https://doi.org/10.1017/s0266466612000382" @default.
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