Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models (Q4355145)
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scientific article; zbMATH DE number 1062687
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| English | Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models |
scientific article; zbMATH DE number 1062687 |
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Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models (English)
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25 June 1998
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tobit models
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omitted variables
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heteroskedasticity
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non-normality
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size robustness
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conditional moment tests
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probit models
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misspecifications
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0.8925678730010986
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0.7872625589370728
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0.7834478616714478
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0.7672576308250427
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0.7538349032402039
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