A test for bivariate normality with applications in microeconometric models

DOI10.1007/s10260-013-0236-5zbMath1332.62424OpenAlexW2074176313MaRDI QIDQ257622

Riccardo Lucchetti, Claudia Pigini

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-013-0236-5

zbMATH Keywords

bootstrapMonte Carlo simulationbivariate probit modelinformation matrix testsample selection model

Mathematics Subject Classification ID

Related Items (2)

Bivariate non-normality in the sample selection model ⋮ A simple and effective misspecification test for the double-hurdle model

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