Testing for heteroskedasticity in the tobit and probit models (Q5124799): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: An Investigation of the Robustness of the Tobit Estimator to Non-Normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Microeconometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Residual analysis in the grouped and censored normal linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the Normality Assumption in the Tobit Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in truncated samples when there is heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient specification tests for limited dependent variable models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Efficient Semiparametric Estimator for Binary Response Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least absolute deviations estimation for the censored regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Misspecified Models / rank
 
Normal rank

Latest revision as of 16:30, 23 July 2024

scientific article; zbMATH DE number 7253885
Language Label Description Also known as
English
Testing for heteroskedasticity in the tobit and probit models
scientific article; zbMATH DE number 7253885

    Statements

    Testing for heteroskedasticity in the tobit and probit models (English)
    0 references
    0 references
    30 September 2020
    0 references
    probit
    0 references
    heteroskedasticity
    0 references
    score test
    0 references
    Monte Carlo
    0 references

    Identifiers