A simple and effective misspecification test for the double-hurdle model

DOI10.1016/J.ECONLET.2014.01.022MaRDI QIDQ2453019zbMATH OpenOpenAlexFDO

Authors Riccardo Lucchetti, Claudia Pigini

Publication date 6 June 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://docs.dises.univpm.it/web/quaderni/pdf/397.pdf

zbMATH Keywords

bootstrapinformation matrix testdouble-hurdle model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20)

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Cites work

• A test for bivariate normality with applications in microeconometric models
• Maximum Likelihood Estimation of Misspecified Models
• Nonparametric Estimation of Sample Selection Models
• On the corrections to information matrix tests
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• Testing the normality assumption in multivariate simultaneous limited dependent variable models

Cited in

(4)

• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
• On dependency in double-hurdle models
• On using durbin's h-test to validate the partial-adjustment model
• Testing distributional assumptions in CUB models for the analysis of rating data

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