Autore: Monfardini, Chiara
Titolo: An application of cox's non-nested test to trinomial logit and probit models
Periodico: European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers
Anno: 1997 - Fascicolo: 20 - Pagina iniziale: 1 - Pagina finale: 32

The Cox statistic for non nested models is used to test the pro-bit and logit specifications estimated by Bardasi and Monfardini (1997) for the occupational choice of the Italian workers among the private, the public and the self-employed options. Computation of different versions of test is performed, some of which rely on simulation of the pseudo-true value. The bootstrap technique is then applied to control for the actual properties of the test. The results of the testing procedure indicate the probit as the more adequate model, supporting previous evidence found against the IIA assumption imposed by the logit formulation.


Premi sulle icone a fianco dei nomi per visualizzare i libri scritti dall'autore

---

---

Testo completo: http://hdl.handle.net/1814/629

Esportazione dati in Refworks (solo per utenti abilitati)