@article{oai:barrel.repo.nii.ac.jp:00005334,
 author = {Iwasawa, Masamune},
 issue = {3},
 journal = {Econometrics},
 month = {},
 note = {Estimation results obtained by parametric models may be seriously misleading when the model is misspecified or poorly approximates the true model. This study proposes a test that jointly tests the specifications of multiple response probabilities in unordered multinomial choice models. The test statistic is asymptotically chi-square distributed, consistent against a fixed alternative and able to detect a local alternative approaching to the null at a rate slower than the parametric rate. We show that rejection regions can be calculated by a simple parametric bootstrap procedure, when the sample size is small. The size and power of the tests are investigated by Monte Carlo experiments.},
 pages = {667--697},
 title = {A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models},
 volume = {3},
 year = {2015}
}