Efficient specification tests for limited dependent variable models

DOI10.1016/0165-1765(82)90007-6MaRDI QIDQ373764zbMATH OpenOpenAlexWikidataFDO

Authors Carlos M. Jarque, Anil K. Bera

Publication date 25 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(82)90007-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3651635 (Why is no real title available?)
• scientific article; zbMATH DE number 131052 (Why is no real title available?)
• scientific article; zbMATH DE number 3354369 (Why is no real title available?)
• A Kolmogorov-Smirnov Test for Censored Samples
• A Note on the Computation of the Tobit Estimator
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A Test for Normality of Observations and Regression Residuals
• A note on a heteroscedastic model
• Estimation of Relationships for Limited Dependent Variables
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Some Large-Sample Tests for Nonnormality in the Linear Regression Model

Cited in

(9)

• Testing for heteroskedasticity in the Tobit and probit models
• MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
• Applying estimated score tests in econometrics
• Distributional specification tests against semiparametric alternatives
• Bivariate alternatives to the Tobit model
• Testing the Normality Assumption in Limited Dependent Variable Models
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Prediction tests in limited dependent variable models
• Simulataneous specicication test in a binary logit

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