{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,3,29]],"date-time":"2022-03-29T00:41:48Z","timestamp":1648514508680},"reference-count":8,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2012,7,30]],"date-time":"2012-07-30T00:00:00Z","timestamp":1343606400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2013,6]]},"abstract":"<jats:p>We propose a consistent kernel-based specification test for conditional density models when the dependent variable is categorical\/discrete. The method is applicable to popular parametric binary choice models such as the logit and probit specification and their multinomial and ordered counterparts, along with parametric count models, among others. The test is valid when the conditional density function contains both categorical and real-valued covariates. Theoretical support for the test and for a bootstrap-based version of the test is provided. Monte Carlo simulations are conducted to assess the finite-sample performance of the proposed method.<\/jats:p>","DOI":"10.1017\/s0266466612000382","type":"journal-article","created":{"date-parts":[[2012,7,30]],"date-time":"2012-07-30T08:52:39Z","timestamp":1343638359000},"page":"629-641","source":"Crossref","is-referenced-by-count":0,"title":["A SMOOTH NONPARAMETRIC CONDITIONAL DENSITY TEST FOR CATEGORICAL RESPONSES"],"prefix":"10.1017","volume":"29","author":[{"given":"Li","family":"Cong","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jeffrey S.","family":"Racine","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2012,7,30]]},"reference":[{"key":"S0266466612000382_ref7","doi-asserted-by":"crossref","first-page":"301","DOI":"10.1093\/biomet\/68.1.301","article-title":"A class of smooth estimators for discrete distributions","volume":"68","author":"Wang","year":"1981","journal-title":"Biometrika"},{"key":"S0266466612000382_ref2","doi-asserted-by":"crossref","first-page":"587","DOI":"10.1017\/S0266466606060294","article-title":"A nonparametric bootstrap test of conditional distributions","volume":"22","author":"Fan","year":"2006","journal-title":"Econometric Theory"},{"key":"S0266466612000382_ref8","doi-asserted-by":"crossref","first-page":"667","DOI":"10.1017\/S026646660016503X","article-title":"A consistent test of conditional parametric distributions","volume":"16","author":"Zheng","year":"2000","journal-title":"Econometric Theory"},{"key":"S0266466612000382_ref5","doi-asserted-by":"crossref","first-page":"191","DOI":"10.1016\/j.jeconom.2007.08.004","article-title":"On specification testing of ordered discrete choice models","volume":"143","author":"Mora","year":"2008","journal-title":"Journal of Econometrics"},{"key":"S0266466612000382_ref4","doi-asserted-by":"crossref","first-page":"1219","DOI":"10.2307\/1910997","article-title":"Specification tests for the multinomial logit model","volume":"52","author":"Hausman","year":"1984","journal-title":"Econometrica"},{"key":"S0266466612000382_ref3","doi-asserted-by":"crossref","first-page":"1015","DOI":"10.1198\/016214504000000548","article-title":"Cross-validation and the estimation of conditional probability densities","volume":"99","author":"Hall","year":"2004","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466612000382_ref6","article-title":"An adaptive specification test for semiparametric models","author":"Rodriguez-Poo","year":"2004","journal-title":"SSRN eLibrary"},{"key":"S0266466612000382_ref1","doi-asserted-by":"crossref","first-page":"413","DOI":"10.1093\/biomet\/63.3.413","article-title":"Multivariate binary discrimination by the kernel method","volume":"63","author":"Aitchison","year":"1976","journal-title":"Biometrika"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466612000382","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,12,11]],"date-time":"2020-12-11T22:59:42Z","timestamp":1607727582000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466612000382\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,7,30]]},"references-count":8,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2013,6]]}},"alternative-id":["S0266466612000382"],"URL":"https:\/\/doi.org\/10.1017\/s0266466612000382","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,7,30]]}}}