A test for bivariate normality with applications in microeconometric models

DOI10.1007/S10260-013-0236-5zbMATH Open1332.62424OpenAlexW2074176313MaRDI QIDQ257622FDOQ257622

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

Recommendations

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• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
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• Testing for normality in a probit model with double selection.

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)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Diagnostic testing and evaluation of maximum likelihood models
• Shadow Prices, Market Wages, and Labor Supply
• Nonparametric Estimation of Sample Selection Models
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• Semi-Nonparametric Maximum Likelihood Estimation
• Residual analysis in the grouped and censored normal linear model
• The Covariance Matrix of the Information Matrix Test
• Measures of multivariate skewness and kurtosis with applications
• Testing multivariate normality
• Improving the reliability of bootstrap tests with the fast double bootstrap
• Testing the normality assumption in multivariate simultaneous limited dependent variable models
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
• Score tests of normality in bivariate probit models
• The power of bootstrap and asymptotic tests
• On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
• Robust misspecification tests for the Heckman's two-step estimator
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity
• Asymptotic Expansions of the Information Matrix Test Statistic
• Testing the Normality Assumption in Limited Dependent Variable Models
• The Information Matrix Test for the Linear Model
• A New Form of the Information Matrix Test
• Title not available (Why is that?)
• A Bivariate Model for the Distribution of √b 1 and b 2
• Bootstrap tests: how many bootstraps?
• Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• The size bias of White's information matrix test

Cited In (8)

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

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