Testing the normality assumption in multivariate simultaneous limited dependent variable models
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Publication:1099569
DOI10.1016/0304-4076(87)90069-8zbMath0638.62110MaRDI QIDQ1099569
Publication date: 1987
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(87)90069-8
heteroskedasticity; general censoring scheme; heterocliticity; multivariate Edgeworth distribution; multivariate simultaneous equation system; multivariate simultaneous limited dependent variable models; testing normality; tests for multivariate non- normality
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62H15: Hypothesis testing in multivariate analysis
Related Items
Generalised residuals, Coherency and estimation in simultaneous models with censored or qualitative dependent variables
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