Specification Tests Fot the Multinomial Logit Model Revisited: The Role of Alternative-Specific Constants

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jan Rouwendal

Estimation and Goodness-of-Fit for Regime-Switching Copula Models with Application

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Mamadou Yamar Thioub | Bouchra R. Nasri | Bruno Remillard

Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sami Umut Can | John H. J. Einmahl | Roger J. A. Laeven

New Approaches to Estimating NBD-Dirichlet Model Parameters, from Measuring Goodness-of-Fit using Euclidean Distance

JOURNAL ARTICLE published 2024 in SSRN Electronic Journal

Authors: Nick Danenberg | Phouthun Nay

A Goodness-of-Fit Test with Focus on Conditional Value at Risk

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: José Fajardo | Aquiles Farias | Jose Renato Haas Ornelas

The Realized Empirical Distribution Function of Stochastic Variance with Application to Goodness-of-Fit Testing

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kim Christensen | Martin Thyrsgaard | Bezirgen Veliyev

Efficient methods for the estimation of the multinomial parameter for the two-trait group testing model

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics

Authors: Gregory Haber | Yaakov Malinovsky

Goodness-of-Fit Two-Phase Sampling Designs for Time-to-Event Outcomes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Mengling Liu | Myeonggyun Lee | Jinbo Chen | Anne Zeleniuch-Jacquotte

Goodness-of-Fit for Regime-Switching Copula Models with Application to Option Pricing

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Bouchra R. Nasri | Bruno Remillard | Mamadou Yamar Thioub

Using Histograms for Goodness-of-Fit Testing, Model Indexing and Parameter Estimation in Stock Markets

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Robert Dochow | Mike Kersch | Günter Schmidt

Patching vs Packaging: Complementary Effects, Goodness of Fit, Degrees of Freedom and Intentionality in Policy Portfolio Design

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Michael P. Howlett | Jeremy Rayner

Ser o No Ser, Quu Determina El Autoempleo en Colombia? Un Estudio Multinomial Para Los AAos 2010 Y 2013. (To Be or Not to Be, What Determines Self-Employment in Colombia? A Study Multinomial for the Years 2010 and 2013.)

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Geovanny Castro Aristizabal | Edy Lorena Burbano Vallejo | Maribel Castillo Caicedo

Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Joshua Angrist | Guido Kuersteiner

Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Laurens Cherchye | Frederic Vermeulen

Nonparametric Analysis of Household Labor Supply: Goodness-of-Fit and Power of the Unitary and the Collective Model

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Laurens Cherchye | Frederic Vermeulen

Experimental Tests of Rationality

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Daniel Read

Testing the Goodness of Model Fit in Tunable Diode Laser Absorption Tomography

JOURNAL ARTICLE published 18 January 2021 in Electronic Imaging

Authors: Zeeshan Nadir | Kristin M. Rice | Michael S. Brown | Charles A. Bouman

Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sami Umut Can | John H. J. Einmahl | Estate V. Khmaladze | Roger J. A. Laeven

Evaluating the Goodness of Fit of Stochastic Mortality Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kevin Dowd | Andrew J. G. Cairns | David P. Blake | Guy Coughlan | David Epstein | Marwa Khalaf-Allah

Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S&P500 data

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Iacopo Raffaelli | Simone Scotti | Giacomo Toscano