Score tests of normality in bivariate probit models

DOI10.1016/J.ECONLET.2006.11.010MaRDI QIDQ1934070zbMATH OpenOpenAlexFDO

Authors Anthony B. Murphy

Publication date 28 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.11.010

zbMATH Keywords

Gram-Charlier seriesnormalityscore test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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Cites work

• Generalized Econometric Models with Selectivity
• scientific article; zbMATH DE number 3174895 (Why is no real title available?)
• Semi-Nonparametric Maximum Likelihood Estimation
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

Cited in

(8)

• A test of the normality assumption in the ordered probit model
• Testing for normality in a probit model with double selection.
• Score tests in GMM: why use implied probabilities?
• On \(p\)-values for semiparametric bivariate probit models
• A practical comparison of the bivariate probit and linear IV estimators
• A test for bivariate normality with applications in microeconometric models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Reliability analysis for gap null gate based on model comparison criterion

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