Specification tests for distributional assumptions in the Tobit model
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Publication:1104019
DOI10.1016/0304-4076(87)90070-4zbMath0646.62104MaRDI QIDQ1104019
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)90070-4
normality; specification tests; Tobit model; homoskedasticity; explanatory variables; censored regression model; symmetrically censored least squares estimator; distribution robust estimators
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
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