A test for bivariate normality with applications in microeconometric models

DOI10.1007/S10260-013-0236-5MaRDI QIDQ257622zbMATH OpenOpenAlexFDO

Authors 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

bootstrapinformation matrix testMonte Carlo simulationbivariate probit modelsample selection 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

• scientific article; zbMATH DE number 3483358 (Why is no real title available?)
• A Bivariate Model for the Distribution of √b 1 and b 2
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
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• Bootstrap tests: how many bootstraps?
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• Improving the reliability of bootstrap tests with the fast double bootstrap
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Measures of multivariate skewness and kurtosis with applications
• Nonparametric Estimation of Sample Selection Models
• On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
• Residual analysis in the grouped and censored normal linear model
• Robust misspecification tests for the Heckman's two-step estimator
• Score tests of normality in bivariate probit models
• Semi-Nonparametric Maximum Likelihood Estimation
• Shadow Prices, Market Wages, and Labor Supply
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• Testing multivariate normality
• Testing the Normality Assumption in Limited Dependent Variable Models
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
• The Covariance Matrix of the Information Matrix Test
• The Information Matrix Test for the Linear Model
• The power of bootstrap and asymptotic tests
• The size bias of White's information matrix test

Cited in

(8)

• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
• Test for normality in the econometric disequilibrium markets model
• Testing distributional assumptions in CUB models for the analysis of rating data
• A simple and effective misspecification test for the double-hurdle model
• Bivariate non-normality in the sample selection model
• Testing for normality in a probit model with double selection.
• Score tests of normality in bivariate probit models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

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