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| Esmeralda Ramalho, Joaquim Ramalho and Jose M.R. Murteira |
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| ''A supremum-type RESET test for binary choice models'' |
| ( 2012, Vol. 32 No.1 ) |
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| 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. |
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| Keywords: binary models, RESET, misspecification, supremum, bootstrap. |
JEL: C1 - Econometric and Statistical Methods: General
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| Manuscript Received : Jan 09 2012 | | Manuscript Accepted : Mar 19 2012 |
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