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(University College Dublin. School of Economics, 1994-12)Lagrange Multiplier tests for omitted variables , heteroscedasticity, incorrect functional form and asymmetry in the ordered logit model may be readily calculated using an artificial regression. The proposed artificial ...
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(University College Dublin. School of Economics, 1994-12)A simple and convenient LM test of normality in the bivariate probit model is derived. The alternative hypothesis is based on a form of truncated Gram Charlier Type series. The LM test may be calculated as an artificial ...
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(University College Dublin. School of Economics, 1994-07)LM tests for omitted variables, neglected heteroscedasticity and other mis-specifications in general discrete choice models may be simply and conveniently calculated using an artificial regression. This artificial regression ...
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(University College Dublin. School of Economics, 1994-10)Lagrange Multiplier (LM) tests for omitted variables, heteroscedasticity, incorrect functional form, and non-normality in the ordered probit model may be readily calculated using an artificial regression. The proposed ...
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(University College Dublin. School of Economics, 1994-07)A convenient artifical regression based LM test of non-normality in the probit model is derived using a Gram Charlier type A alternative. The test is simply derived and may be extended to the bivariate probit case. The ...
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(University College Dublin. School of Economics, 1994-10)A simple and convenient artificial regression based LM tests of asymmetry in the logit model is derived. The test does not use the outer product gradient (OPG) form and in thus likely to have fairly good small sample properties.
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(University College Dublin. School of Economics, 2007-11)Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This paper introduces a new approach to interpreting such models, which may allow for improved inference about ...
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(Economic and Social Research Institute, 2007)Looking at house price cycles across the OECD since 1970, we find a strong relationship between the size of the initial rise in price and its subsequent fall. Were this relationship to hold for Ireland, it would predict ...
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(University College Dublin. School of Economics, 1994-11)A simple artificial regression based on Lagrange Multiplier (LM) test for zero correlation in the censored bivariate probit model is derived. The outer product gradient form of the LM test is not used so the proposed test ...
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(University College Dublin. School of Economics, 1994-10)A simple artificial regression based test of the fit of the binary choice models is derived. the test statistic is likely to have reasonable small sample properties since it is not based on the outer product gradient form ...