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Esmeralda Ramalho, Joaquim Ramalho and Jose M.R. Murteira
''A supremum-type RESET test for binary choice models''
( 2012, Vol. 32 No.1 )
This note introduces a supremum-type RESET statistic for testing the specification of binary choice regression models. A Monte Carlo simulation study reveals very promising results for the proposed statistic.
Keywords: binary models, RESET, misspecification, supremum, bootstrap.
JEL: C1 - Econometric and Statistical Methods: General
Manuscript Received : Jan 09 2012 Manuscript Accepted : Mar 19 2012

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